Delta decay

Noun

Word Frequency: 0.2

Definitions

1.NounA second-order measure of derivative price sensitivity, expressed as the instantaneous rate of change of delta with respect to time.

The Daily Word NerdA new word, a puzzle, and a fun fact — free in your inbox every morning.

Free forever · unsubscribe anytime · all 14 newsletters

That email did not go through — please check it and try again.