What does "dvegadvol" mean?

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

What is a synonym for "dvegadvol"?

Common synonyms include: vega convexity, vega convexity, volga, vomma.

Dvegadvol

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 volatility of the underlying asset. uncountable

Synonyms

All synonyms

vega convexity vega convexity volga vomma

Etymology

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

Related phrases

second order

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