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Cross Speed

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

    Speed

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

      3rd Order Greeks

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

        DgammaDspot

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

          Third-Order Greeks

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

            Gamma of Gamma

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