See gamma decay on Wiktionary
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"A third-order measure of derivative price sensitivity, expressed as the rate of change of gamma with respect to time, or equivalently the rate of change of charm with respect to changes in the underlying asset price."
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Download raw JSONL data for gamma decay meaning in All languages combined (2.1kB)
This page is a part of the kaikki.org machine-readable All languages combined dictionary. This dictionary is based on structured data extracted on 2025-01-10 from the enwiktionary dump dated 2025-01-01 using wiktextract (df33d17 and 4ed51a5). The data shown on this site has been post-processed and various details (e.g., extra categories) removed, some information disambiguated, and additional data merged from other sources. See the raw data download page for the unprocessed wiktextract data.
If you use this data in academic research, please cite Tatu Ylonen: Wiktextract: Wiktionary as Machine-Readable Structured Data, Proceedings of the 13th Conference on Language Resources and Evaluation (LREC), pp. 1317-1325, Marseille, 20-25 June 2022. Linking to the relevant page(s) under https://kaikki.org would also be greatly appreciated.