dgammadspot
Word Rarity
Very rare
Frequency: Zipf frequency 0.00 in modern English
20
Scrabble Score
11
Letters
2
Syllables
8
Unique Chars
Meaning
noun
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.
Uncountable
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)".