vomma

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English

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Etymology

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Blend of volatility +‎ gamma

Noun

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vomma (uncountable)

  1. (finance) 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.

Synonyms

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Hypernyms

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  • (measure of derivative price sensitivity): Greeks (includes list of coordinate terms)

Norwegian Nynorsk

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Noun

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vomma f

  1. definite singular of vom