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DgammaDspot

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

DgammaDvol

One of the Greeks (sensitivity measures) that captures the rate of change of gamma with respect to changes in 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...

Greeks

A series of calculations which determine and reflect different profiles of risk exhibited by a stock or asset underlying a derivative in response to changes in...