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)

(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)

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