411 REFERENCE · Wiktionary
DgammaDspot
Reference material by Wiktionary contributors. This retains its source identity and is not 411 news reporting.
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
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en 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
en gamma of the gamma, en speed
Hypernyms
measure of derivative price sensitivity en Greeks includes list of coordinate terms