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Cross Sensitivity Measures

A set of greeks that measure the sensitivity of an option's value (also a warrant's value) to one of the...

Skew Greek

A second-order cross greek that measures the absolute monetary change in delta for a 1 point change in volatility. It...

Cross Speed

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

Cross Zomma

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

Cross Greeks

A set of greeks that measure the sensitivity of an option's value (also a warrant's value) to one of the...

Cross Vanna

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