Meanings
nounvomma (uncountable)
- 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, vega convexity, volga
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.
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Origin
Blend of volatility + gamma.
Full word history & related roots →Rhymes & wordplay
Rhymes with vomma
All rhymes →Cite this entry
APA
vomma. (n.d.). In WatkinsX Dictionary. Retrieved November 3, 2026, from https://dictionary.watkinsx.com/word/vomma
MLA
“vomma.” WatkinsX Dictionary, https://dictionary.watkinsx.com/word/vomma. Accessed November 3, 2026.
Chicago
WatkinsX Dictionary, s.v. “vomma,” accessed November 3, 2026, https://dictionary.watkinsx.com/word/vomma.
Source: vomma on Wiktionary, CC BY-SA 4.0.