DdeltaDtime

English

Etymology

From the mathematical formula $-{\frac {\partial \Delta }{\partial \tau }}$, the partial derivative of delta (Δ) with respect to time (τ), pronounced as "D delta (by) D time".

Noun

DdeltaDtime (uncountable)

1. (finance) A second-order measure of derivative price sensitivity, expressed as the instantaneous rate of change of delta with respect to time.

Synonyms

• charm, delta decay

Hypernyms

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