Dvommadvol

noun

noun ·Rare ·Advanced level

Definitions

Noun
  1. 1
    A third-order measure of derivative price sensitivity, expressed as the rate of change of vomma with respect to changes in the volatility of the underlying asset. uncountable

Etymology

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

Related phrases

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