Home › Words › D › dgammadspotdgammadspotdgammadspot means A third-order measure of derivative price sensitivity, expressed as the rate of change of gamma with respect to changes in the underlying asset price.EtymologyFrom the mathematical formula (∂Γ)/(∂S), the partial derivative of gamma (Γ) with respect to spot price (S), pronounced as "D gamma (by) D spot (price)".nounA third-order measure of derivative price sensitivity, expressed as the rate of change of gamma with respect to changes in the underlying asset price.Definitions & examples from Wiktionary (CC BY-SA 3.0).Words closest in meaningBy meaning, not spelling — each word's AI semantic fingerprint, nearest first.dgammadtime 82% match — 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. vs dgammadspot →dgammadvol 82% match — A third-order measure of derivative price sensitivity, expressed as the rate of change of vanna with respect to changes in the spot price, or equivalently the rate of change of gamma with respect to changes in the volatility of the underlying asset. vs dgammadspot →dvegadspot 72% match — 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. vs dgammadspot →dvommadvol 67% match — A third-order measure of derivative price sensitivity, expressed as the rate of change of vomma with respect to changes in the volatility of the underlying asset. vs dgammadspot →zomma 66% match — A third-order measure of derivative price sensitivity, expressed as the rate of change of vanna with respect to changes in the spot price, or equivalently the rate of change of gamma with respect to changes in the volatility of the underlying asset. vs dgammadspot →dvegadtime 65% match — 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. vs dgammadspot →dvegadvol 65% match — 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. vs dgammadspot →ddeltadtime 65% match — A second-order measure of derivative price sensitivity, expressed as the instantaneous rate of change of delta with respect to time. vs dgammadspot →