cross gamma

Questions

What does cross gamma mean?

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

How to pronounce cross gamma

1. Open the pronunciation page — Open the Speakur entry for “cross gamma”.
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 gamma”.
4. Repeat and practice — Say “cross gamma” aloud, matching stress and vowels until it feels natural.