One of the multiple tools that measure how an option's price and risk are affected by the underlying parameter on...

A third-order greek that measures the sensitivity of the option vomma (volga) in response to a change in volatility. It...

A third-order greek that measures the sensitivity of the option vomma (volga) in response to a change in volatility. It...

A third-order greek that measures the sensitivity of the option vomma (volga) in response to a change in volatility. It...

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...

One of the Greeks (sensitivity measures) that captures the rate of change of gamma with respect to changes in the...

A third-order greek that captures the rate of change of gamma with respect to changes in the volatility (implied volatility)...

Tools that measure how an option's price and risk are affected by the underlying parameter on which the value of...