DgammaDvol

D2G2A1M3M3A1D2V4O1L1

noun

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

Similar
zomma
Scrabble 20
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Meanings

nounDgammaDvol (uncountable)
  1. uncountablebusinessA third-order measure of derivative price sensitivity, expressed as the rate of change of vanna with respect to changes in the spot price, or equivalently the rate of change of gamma with respect to changes in the volatility of the underlying asset.

    Synonyms: zomma

Synonyms & antonyms

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

Similar
zomma
Also see
zomma

Origin

From the mathematical formula (∂Γ)/(∂σ), the partial derivative of gamma (Γ) with respect to volatility (σ), pronounced as "D gamma (by) D vol(atility)".

Full word history & related roots →
Cite this entry
APA

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

MLA

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

Chicago

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

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