vomma
vom·ma
A second-order measure of derivative price sensitivity, expressed as the rate of…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.
UK/ˈvɒm.ə/US/ˈvɑ.mə/
Meaning
1 senses(uncountable)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.
Origin
Blend of volatility + gamma.Blend of volatility + gamma.
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Synonyms
3 synonymsLessons for this word
1 lessons- A1Countable and uncountable nouns — Because it can be uncountable