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Cross Sensitivity Measures

A set of greeks that measure the sensitivity of an option's value (also a warrant's value) to one of the...

    Skew Greek

    A second-order cross greek that measures the absolute monetary change in delta for a 1 point change in volatility. It...

      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...

          Cross Greeks

          A set of greeks that measure the sensitivity of an option's value (also a warrant's value) to one of the...

            Cross Vanna

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