dgammadtime means 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. Lexicurio rates it Rare gem — a strength score of 84 out of 100.
noun
- 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.“Figure 9 illustrates DgammaDtime of an option with respect to varying asset price and time to maturity.”