DgammaDspot

English

Etymology

From the mathematical formula , the partial derivative of gamma (Γ) with respect to spot price (S), pronounced as "D gamma (by) D spot (price)".

Noun

DgammaDspot (uncountable)

  1. (finance) 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

Hypernyms

  • (measure of derivative price sensitivity): Greeks (includes list of coordinate terms)
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