An option sensitivity (literally a cross Greek) that measures the rate of change of gamma in one underlying (of a...
A third-order greek that measures the rate of change in the option gamma in response to a change in the...
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 that measures the rate of change in the option gamma in response to a change in the...
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 that measures the rate of change in the option gamma in response to a change in the...