DvegaDvol

From the mathematical formula ${\displaystyle {\frac {\partial {\mathcal {V}}}{\partial \sigma }}}$, the partial derivative of vega (${\displaystyle {\mathcal {V}}}$) with respect to volatility (σ), pronounced as "D vega (by) D vol(atility)".

DvegaDvol (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.

• vega convexity, volga, vomma

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