Meanings
noundelta decay (uncountable)
- uncountablebusinessA second-order measure of derivative price sensitivity, expressed as the instantaneous rate of change of delta with respect to time.
Synonyms: charm, DdeltaDtime
Synonyms & antonyms
nounA second-order measure of derivative price sensitivity, expressed as the instantaneous rate of change of delta with respect to time.
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APA
delta decay. (n.d.). In WatkinsX Dictionary. Retrieved November 4, 2026, from https://dictionary.watkinsx.com/word/delta%20decay
MLA
“delta decay.” WatkinsX Dictionary, https://dictionary.watkinsx.com/word/delta%20decay. Accessed November 4, 2026.
Chicago
WatkinsX Dictionary, s.v. “delta decay,” accessed November 4, 2026, https://dictionary.watkinsx.com/word/delta%20decay.
Source: delta decay on Wiktionary, CC BY-SA 4.0.