cross volga

noun

A measure of derivative price sensitivity, expressed as the rate of change of vega in one underlying asset with respect to the volatility of another underlying asset in a multi-asset option.

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Meanings

nouncross volga (uncountable)
  1. uncountablebusinessA measure of derivative price sensitivity, expressed as the rate of change of vega in one underlying asset with respect to the volatility of another underlying asset in a multi-asset option.
Cite this entry
APA

cross volga. (n.d.). In WatkinsX Dictionary. Retrieved November 4, 2026, from https://dictionary.watkinsx.com/word/cross%20volga

MLA

“cross volga.” WatkinsX Dictionary, https://dictionary.watkinsx.com/word/cross%20volga. Accessed November 4, 2026.

Chicago

WatkinsX Dictionary, s.v. “cross volga,” accessed November 4, 2026, https://dictionary.watkinsx.com/word/cross%20volga.

Source: cross volga on Wiktionary, CC BY-SA 4.0.