What does "dvegadspot" mean?

A second-order measure of derivative price sensitivity, expressed as the rate of change of vega with respect to changes in the spot price, or equivalently the rate of change of delta with respect to changes in the volatility of the underlying asset.

What is a synonym for "dvegadspot"?

Common synonyms include: ddeltadvol, ddeltadvol, vanna.

Dvegadspot

noun

noun ·Rare ·Advanced level

Definitions

Noun

1
A second-order measure of derivative price sensitivity, expressed as the rate of change of vega with respect to changes in the spot price, or equivalently the rate of change of delta with respect to changes in the volatility of the underlying asset. uncountable

Synonyms

All synonyms

ddeltadvol ddeltadvol vanna

Etymology

From the mathematical formula (∂𝒱)/(∂S), the partial derivative of vega (𝒱) with respect to spot price (S), pronounced as "D vega (by) D spot (price)".

Related phrases

second order spot price

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