dvegadvol
Word Rarity
Very rare
Frequency: Zipf frequency 0.00 in modern English
18
Scrabble Score
9
Letters
4
Syllables
7
Unique Chars
Meaning
noun
A second-order measure of derivative price sensitivity, expressed as the rate of change of vega with respect to changes in the volatility of the underlying asset.
Uncountable
Etymology
From the mathematical formula (∂𝒱)/(∂σ), the partial derivative of vega (𝒱) with respect to volatility (σ), pronounced as "D vega (by) D vol(atility)".