DvommaDvol

English

Etymology

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

Noun

1. Template:Lb A third-order measure of derivative price sensitivity, expressed as the rate of change of vomma with respect to changes in the volatility of the underlying asset.

Synonyms

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Hypernyms

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