Dvommadvol
noun
noun ·Rare ·Advanced level
Definitions
Noun
- 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
Synonyms
All synonymsEtymology
From the mathematical formula (∂vomma)/(∂σ), the partial derivative of vomma with respect to volatility (σ), pronounced as "D vomma (by) D vol(atility)".
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Data sourced from Wiktionary, WordNet, CMU, and other open linguistic databases. Updated March 2026.