What does "dgammadtime" mean?

A third-order measure of derivative price sensitivity, expressed as the rate of change of gamma with respect to time, or equivalently the rate of change of charm with respect to changes in the underlying asset price.

What is a synonym for "dgammadtime"?

Common synonyms include: color, color, colour, gamma decay.

Dgammadtime

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 time, or equivalently the rate of change of charm with respect to changes in the underlying asset price. uncountable
"Figure 9 illustrates DgammaDtime of an option with respect to varying asset price and time to maturity."

Synonyms

All synonyms

color color colour gamma decay

Example

More examples

"Figure 9 illustrates DgammaDtime of an option with respect to varying asset price and time to maturity."

Etymology

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

Related phrases

third order

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