DgammaDspot

English edit

Etymology edit

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 edit

DgammaDspot (uncountable)

(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 edit

gamma of the gamma, speed

Hypernyms edit

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