DgammaDspot

English

Etymology

From the mathematical formula $\frac{\partial \mathrm{\Gamma }}{\partial S}$, the partial derivative of gamma (Γ) with respect to spot price (S), pronounced as "D gamma (by) D spot (price)".

Noun

1. Template:Lb 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.

Synonyms

• Template:L, Template:L

Hypernyms

• Template:Sense Template:L Template:Qualifier