A special type of greeks or option sensitivities that express the cross effects between the underlying assets (cross gamma) and...

The absolute change in option price in response to a percentage point change in volatility. Kappa is used by traders...

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

A third-order greek that measures the sensitivity of the option vomma (volga) in response to a change in volatility. It...

A third-order greek that measures the sensitivity of the option vomma (volga) in response to a change in volatility. It...

A third-order greek that measures the sensitivity of the option vomma (volga) in response to a change in volatility. It...

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

It generally denotes volatility expressed or represented as a percentage. For example, "one sigma level" refers to the real change...

The rate of change in price of a derivative with respect to a change in the risk-free rate. This “Greek”...

A third-order greek that measures the rate of change in the option gamma in response to a change in the...