vomma

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vomma

/ˈvɒm.ə/ UK
/ˈvɑ.mə/ US

Rhymes with -ɒmə

Where it comes from

Blend of volatility + gamma.

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: DvegaDvol, vega convexity, volga

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MLA

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

APA

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

Chicago

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

BibTeX

@misc{vomma_2026,
  title = {vomma},
  howpublished = {Wiktionary, via Micwyn},
  year = {2026},
  url = {https://micwyn.com/word/vomma},
  urldate = {2026-11-06}
}