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

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

A change in the gamma of an option (or generally a derivative) with the passage of time, holding everything else constant (e.g.,...

A change in the sensitivity of an option (or generally a derivative) with the passage of time, holding everything else constant (e.g., volatility)....