DvegaDvol

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DvegaDvol

Where it comes from

From the mathematical formula (∂𝒱)/(∂σ), the partial derivative of vega (𝒱) with respect to volatility (σ), pronounced as "D vega (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 volatility of the underlying asset.
Similar: vega convexity, volga, vomma

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MLA

"DvegaDvol." Wiktionary, via Micwyn, micwyn.com/word/dvegadvol. Accessed 6 Nov. 2026.

APA

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

Chicago

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

BibTeX

@misc{dvegadvol_2026,
  title = {DvegaDvol},
  howpublished = {Wiktionary, via Micwyn},
  year = {2026},
  url = {https://micwyn.com/word/dvegadvol},
  urldate = {2026-11-06}
}