Vannas

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A form of vanna — 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.

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Meanings

proper noun
  1. pluralplural of Vanna
Cite this entry
APA

Vannas. (n.d.). In WatkinsX Dictionary. Retrieved November 3, 2026, from https://dictionary.watkinsx.com/word/Vannas

MLA

“Vannas.” WatkinsX Dictionary, https://dictionary.watkinsx.com/word/Vannas. Accessed November 3, 2026.

Chicago

WatkinsX Dictionary, s.v. “Vannas,” accessed November 3, 2026, https://dictionary.watkinsx.com/word/Vannas.

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