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veta.

A second-order measure of derivative price sensitivity, expressed as the rate of change of vega with respect to time, or equivalently the rate of change of theta with respect to changes in the volatility of the underlying asset.

4 characters2 syllables approx.English language

Meaning & usage

noun
  1. A second-order measure of derivative price sensitivity, expressed as the rate of change of vega with respect to time, or equivalently the rate of change of theta with respect to changes in the volatility of the underlying asset.

    uncountable
Where this word comes from

As vega, with the "g" substituted with a "t" to represent 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.