Dgammadtime

"Dgammadtime" in a Sentence (3 examples)

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

The change in gamma with respect to small changes in time to maturity, DGammaDtime - also called GammaTheta or color (Garman, 1992) — is given by (assuming we get closer to maturity): […]

Colour (DgammaDtime, gamma bleed) (Fig. 137–145) characterizes the changing of Gamma as time changes: […]

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