vega convexity

noun

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

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DvegaDvolvolgavomma
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Meanings

nounvega convexity (uncountable)
  1. uncountablebusinessA second-order measure of derivative price sensitivity, expressed as the rate of change of vega with respect to changes in the volatility of the underlying asset.

    Synonyms: DvegaDvol, volga, vomma

Synonyms & antonyms

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

Similar
DvegaDvolvolgavomma
Also see
dvegadvolvolgavomma
Cite this entry
APA

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

MLA

“vega convexity.” WatkinsX Dictionary, https://dictionary.watkinsx.com/word/vega%20convexity. Accessed November 5, 2026.

Chicago

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

Source: vega convexity on Wiktionary, CC BY-SA 4.0.