cross vanna

Questions

What does cross vanna mean?

A measure of derivative price sensitivity, expressed as the rate of change of vega in one underlying asset with respect to the asset price of another underlying asset in a multi-asset option, or equivalently the rate of change of delta in the second asset with respect to the volatility of the first asset.

How to pronounce cross vanna

1. Open the pronunciation page — Open the Speakur entry for “cross vanna”.
2. Read the phonetic spelling — Read the IPA spelling () so you know which sounds to aim for.
3. Play the audio — Click Play to hear reference audio for “cross vanna”.
4. Repeat and practice — Say “cross vanna” aloud, matching stress and vowels until it feels natural.