DdeltaDvol

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DdeltaDvol

Where it comes from

From the mathematical formula (∂Δ)/(∂σ), the partial derivative of delta (Δ) with respect to volatility (σ), pronounced as "D delta (by) D vol(atility)".

noun

uncountable A second-order measure of derivative price sensitivity, expressed as the rate of change of vega with respect to changes in the spot price, or equivalently the rate of change of delta with respect to changes in the volatility of the underlying asset.
Similar: DvegaDspot, vanna

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MLA

"DdeltaDvol." Wiktionary, via Micwyn, micwyn.com/word/ddeltadvol. Accessed 6 Nov. 2026.

APA

DdeltaDvol. (n.d.). In Wiktionary, via Micwyn. Retrieved November 6, 2026, from https://micwyn.com/word/ddeltadvol

Chicago

"DdeltaDvol." Wiktionary, via Micwyn. Accessed November 6, 2026. https://micwyn.com/word/ddeltadvol.

BibTeX

@misc{ddeltadvol_2026,
  title = {DdeltaDvol},
  howpublished = {Wiktionary, via Micwyn},
  year = {2026},
  url = {https://micwyn.com/word/ddeltadvol},
  urldate = {2026-11-06}
}