DvegaDvol

English

Etymology

From the mathematical formula $\frac{\partial 𝒱}{\partial \sigma }$, the partial derivative of vega ($𝒱$) with respect to volatility (σ), pronounced as "D vega (by) D vol(atility)".

Noun

1. Template:Lb 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.

Synonyms

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Hypernyms

• Template:Sense Template:L Template:Qualifier