What does "dgammadspot" mean?

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.

What is a synonym for "dgammadspot"?

Common synonyms include: gamma of gamma, gamma of the gamma, speed.

Dgammadspot

noun

noun ·Rare ·Advanced level

Definitions

Noun

1
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

Synonyms

All synonyms

gamma of gamma gamma of the gamma speed

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)".

Related phrases

third order

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