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DgammaDtime.

A third-order measure of derivative price sensitivity, expressed as the rate of change of gamma with respect to time, or equivalently the rate of change of charm with respect to changes in the underlying asset price.

11 characters3 syllables approx.English language

Meaning & usage

noun
  1. A third-order measure of derivative price sensitivity, expressed as the rate of change of gamma with respect to time, or equivalently the rate of change of charm with respect to changes in the underlying asset price.

    uncountable
Where this word comes from

From the mathematical formula (∂Γ)/(∂τ), the partial derivative of gamma (Γ) with respect to time (τ), pronounced as "D gamma (by) D time".

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Definitions, grammatical labels, IPA, etymology and examples: Wiktionary contributors, extracted by Kaikki / Wiktextract. Adapted under CC BY-SA 4.0. Selected fields and authored examples are shown; third-party quotations and audio are omitted. See contributor history.

Last enriched 2026-09-10. Definitions are in English. Romanizations are shown when supplied by the source; syllable estimates are omitted for unsupported scripts.