Home › Words › V › vannavannavanna means 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.EtymologyMade up to sound like a Greek letter, probably beginning with "v" to be similar to vega.nounA 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.nameA female given name from the Slavic languages.A surname from Italian.Definitions & examples from Wiktionary (CC BY-SA 3.0).