Meanings
- uncountablebusinessA third-order measure of derivative price sensitivity, expressed as the rate of change of vomma with respect to changes in the volatility of the underlying asset.
Synonyms: ultima
Synonyms & antonyms
nounA third-order measure of derivative price sensitivity, expressed as the rate of change of vomma with respect to changes in the volatility of the underlying asset.
Origin
From the mathematical formula (∂vomma)/(∂σ), the partial derivative of vomma with respect to volatility (σ), pronounced as "D vomma (by) D vol(atility)".
Full word history & related roots →Cite this entry
DvommaDvol. (n.d.). In WatkinsX Dictionary. Retrieved November 4, 2026, from https://dictionary.watkinsx.com/word/DvommaDvol
“DvommaDvol.” WatkinsX Dictionary, https://dictionary.watkinsx.com/word/DvommaDvol. Accessed November 4, 2026.
WatkinsX Dictionary, s.v. “DvommaDvol,” accessed November 4, 2026, https://dictionary.watkinsx.com/word/DvommaDvol.
Source: DvommaDvol on Wiktionary, CC BY-SA 4.0.