An option sensitivity (literally a cross Greek) that measures the rate of change of gamma in one underlying (of a...

An option sensitivity (literally a cross Greek) that measures the rate of change of gamma in one underlying (of a...

A second-order greek that measures the instantaneous rate of change of an option’s delta with respect to the passage of...

An option sensitivity (literally a cross Greek) that measures the rate of change of vega in one underlying in reaction...

An option sensitivity measure (a second-order greek) that captures the second order sensitivity of an option to the volatility of...

A second-order Greek is a second-order derivative of the option value with respect to some variable. Equivalently, it is the...

A second-order greek that measures the instantaneous rate of change of an option’s delta with respect to the passage of...