DdeltaDtime

English

Etymology

From the mathematical formula $-\frac{\partial \mathrm{\Delta }}{\partial \tau }$, the partial derivative of delta (Δ) with respect to time (τ), pronounced as "D delta (by) D time".

Noun

1. Template:Lb A second-order measure of derivative price sensitivity, expressed as the instantaneous rate of change of delta with respect to time.

Synonyms

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Hypernyms

• Template:Sense Template:L Template:Qualifier