vanna

V4A1N1N1A1

noun

A second-order measure of derivative price sensitivity, expressed as the rate of change of vega with respect to changes in the spot price, or equivalently the rate of change of delta with respect to changes in the volatility of the underlying asset.

Similar
DdeltaDvolDvegaDspot
OriginSlavic ← Koine Greek Ἰωάννα ← Hebrew יוֹחָנָה →
UncommonScrabble 8
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Meanings

vanna1

nounvanna (uncountable)
  1. uncountablebusinessA second-order measure of derivative price sensitivity, expressed as the rate of change of vega with respect to changes in the spot price, or equivalently the rate of change of delta with respect to changes in the volatility of the underlying asset.

    Synonyms: DdeltaDvol, DvegaDspot

Vanna2

proper nounVanna (plural Vannas)

plural Vannas

  1. A female given name from the Slavic languages.

Vanna3

proper nounVanna (plural Vannas)

plural Vannas · alternative de Vanna · alternative deVanna · alternative DeVanna · alternative Devanna · alternative de-Vanna · alternative De-Vanna · alternative De-vanna · alternative di Vanna · alternative diVanna · alternative DiVanna · alternative Divanna · alternative di-Vanna · alternative Di-Vanna · alternative Di-vanna

  1. A surname from Italian.

Synonyms & antonyms

nounA second-order measure of derivative price sensitivity, expressed as the rate of change of vega with respect to changes in the spot price, or equivalently the rate of change of delta with respect to changes in the volatility of the underlying asset.

Similar
DdeltaDvolDvegaDspot
Also see
ddeltadvoldvegadspot

Origin

vanna · noun

Made up to sound like a Greek letter, probably beginning with "v" to be similar to vega.

Full word history & related roots →

Vanna · proper noun

  1. Hebrewיוֹחָנָה
  2. Koine GreekἸωάννα
  3. Slavic
  4. EnglishVanna

Borrowed from Slavic Vanna, from Ivana (Ѝвана) and Ivanna (Ива́нна), ultimately from Koine Greek Ἰωάννα (Iōánna), from Hebrew יוֹחָנָה (Yôḥānāh, literally “God is gracious”), the feminized form of יְהוֹחָנָן (Yəhōḥānān) which produced John and its many doublets. Doublet of Ivanka, Jan, Janelle, Janet, Janey, Janine, Jeanette, Jeanie, Jeannette, Jeannine, Jen, Jenna, Jenny, Jessie, Jo, Jody, Juanita, Shanae, and Sinead.

More words from Slavic, Koine Greek, Hebrew

Full word history & related roots →

Vanna · proper noun

  1. ItalianVanna
  2. EnglishVanna

From Italian Vanna.

More words from Italian

Full word history & related roots →

Rhymes & wordplay

Anagrams

Navan
Cite this entry
APA

vanna. (n.d.). In WatkinsX Dictionary. Retrieved November 2, 2026, from https://dictionary.watkinsx.com/word/vanna

MLA

“vanna.” WatkinsX Dictionary, https://dictionary.watkinsx.com/word/vanna. Accessed November 2, 2026.

Chicago

WatkinsX Dictionary, s.v. “vanna,” accessed November 2, 2026, https://dictionary.watkinsx.com/word/vanna.

Source: vanna on Wiktionary, CC BY-SA 4.0.