DdeltaDtime en · 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".
Meanings
- (uncountable) A second-order measure of derivative price sensitivity, expressed as the instantaneous rate of change of delta with respect to time.
Hypernyms
Greeks (measure of derivative price sensitivity)