DgammaDspot

English

Etymology

From the mathematical formula ${\frac {\partial \Gamma }{\partial S}}$, 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

• gamma of the gamma, speed

Hypernyms

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