vomma

English

Etymology

Blend of volatility +‎ gamma.

Pronunciation

• (Received Pronunciation) IPA^(key): /ˈvɒm.ə/
• (General American) IPA^(key): /ˈvɑ.mə/
• Rhymes: -ɒmə
• Hyphenation: vom‧ma

Noun

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

• DvegaDvol, vega convexity, volga

Hypernyms

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

Norwegian Nynorsk

Noun

vomma f

1. definite singular of vom