dvommadvol

Questions

What does dvommadvol mean?

A third-order measure of derivative price sensitivity, expressed as the rate of change of vomma with respect to changes in the volatility of the underlying asset.

Where does dvommadvol come from?

From the mathematical formula (∂vomma)/(∂σ), the partial derivative of vomma with respect to volatility (σ), pronounced as "D vomma (by) D vol(atility)".

How to pronounce dvommadvol

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