What does "ddeltadtime" mean?

A second-order measure of derivative price sensitivity, expressed as the instantaneous rate of change of delta with respect to time.

What is a synonym for "ddeltadtime"?

Common synonyms include: charm, charm, delta decay.

noun

noun ·Rare ·Advanced level

Noun

1
A second-order measure of derivative price sensitivity, expressed as the instantaneous rate of change of delta with respect to time. uncountable

From the mathematical formula -(∂Δ)/(∂τ), the partial derivative of delta (Δ) with respect to time (τ), pronounced as "D delta (by) D time".

Data sourced from Wiktionary, WordNet, CMU, and other open linguistic databases. Updated March 2026.