gamma of the gamma

noun

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

Similar
DgammaDspotspeed
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Meanings

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

    Synonyms: DgammaDspot, speed

Synonyms & antonyms

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

Similar
DgammaDspotspeed
Also see
dgammadspotspeed
Cite this entry
APA

gamma of the gamma. (n.d.). In WatkinsX Dictionary. Retrieved November 5, 2026, from https://dictionary.watkinsx.com/word/gamma%20of%20the%20gamma

MLA

“gamma of the gamma.” WatkinsX Dictionary, https://dictionary.watkinsx.com/word/gamma%20of%20the%20gamma. Accessed November 5, 2026.

Chicago

WatkinsX Dictionary, s.v. “gamma of the gamma,” accessed November 5, 2026, https://dictionary.watkinsx.com/word/gamma%20of%20the%20gamma.

Source: gamma of the gamma on Wiktionary, CC BY-SA 4.0.