A third-order greek that measures the sensitivity of the option vomma (volga) in response to a change in volatility. It is the third-order derivative of the option value to volatility (which is also known as ultima):

The most commonly used form of DvommaDvol (ultima) is the so-called diagonal ultima, i.e., one in which all three of the involved volatilities affect the same factor:

DvommaDvol is also known as DvolgaDvol.