DdeltaDtime

noun

DdeltaDtime

noun

Etymology From the mathematical formula -(∂Δ)/(∂τ), the partial derivative of delta (Δ) with respect to time (τ), pronounced as "D delta (by) D time".

Business, Finance A second-order measure of derivative price sensitivity, expressed as the instantaneous rate of change of delta with respect to time.

Synonyms: charm, delta decay
Hypernyms: Greeks

Entry derived from the Wiktionary, under licence CC BY-SA 4.0 — list of authors.