Warning: Creating default object from empty value in /hermes/bosnacweb04/bosnacweb04ai/b1550/ipg.lantanasolutionsbh98965/fincyclopedia/wp-content/plugins/independent-core/admin/ReduxCore/inc/class.redux_filesystem.php on line 29 2nd Order Greeks – Fincyclopedia
[wpdreams_ajaxsearchpro id=44 ]
  • Monday, April 28, 2025
  • The Financial Encyclopedia
[wpdreams_ajaxsearchpro id=43 ]
Notice: Undefined variable: myString in /hermes/bosnacweb04/bosnacweb04ai/b1550/ipg.lantanasolutionsbh98965/fincyclopedia/wp-content/themes/independent/tag.php on line 49

Cross Speed

An option sensitivity (literally a cross Greek) that measures the rate of change of gamma in one underlying (of a...

    Cross Zomma

    An option sensitivity (literally a cross Greek) that measures the rate of change of gamma in one underlying (of a...

      DdelT

      A second-order greek that measures the instantaneous rate of change of an option’s delta with respect to the passage of...

        Cross Vanna

        An option sensitivity (literally a cross Greek) that measures the rate of change of vega in one underlying in reaction...

          Vomma

          An option sensitivity measure (a second-order greek) that captures the second order sensitivity of an option to the volatility of...

            2nd Order Greeks

            A second-order Greek is a second-order derivative of the option value with respect to some variable. Equivalently, it is the...

              Charm

              A second-order greek that measures the instantaneous rate of change of an option’s delta with respect to the passage of...