English Explanatory Dictionary

DgammaDspot

English dictionary entry

Meanings

noun
  1. 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.

Word forms

DgammaDspot

Etymology

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

Synonyms

gamma of the gamma speed
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