English edit

Etymology edit

From the mathematical formula  , the partial derivative of delta (Δ) with respect to time (τ), pronounced as "D delta (by) D time".

Noun edit

DdeltaDtime (uncountable)

  1. (finance) A second-order measure of derivative price sensitivity, expressed as the instantaneous rate of change of delta with respect to time.

Synonyms edit

Hypernyms edit

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