See Greeks in All languages combined, or Wiktionary
Download JSON data for Greeks meaning in English (5.2kB)
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"The quantities representing the sensitivity of the price of derivatives to a change in underlying parameters on which the value of an instrument or portfolio is dependent (so called because some are denoted by Greek letters)."
],
"hyponyms": [
{
"sense": "first-order measures of derivative price sensitivity",
"word": "delta"
},
{
"sense": "first-order measures of derivative price sensitivity",
"word": "epsilon"
},
{
"english": "elasticity, omega",
"sense": "first-order measures of derivative price sensitivity",
"word": "lambda"
},
{
"sense": "first-order measures of derivative price sensitivity",
"word": "rho"
},
{
"sense": "first-order measures of derivative price sensitivity",
"word": "theta"
},
{
"alt": "kappa, tau",
"sense": "first-order measures of derivative price sensitivity",
"word": "vega"
},
{
"alt": "delta decay, DdeltaDtime",
"sense": "second-order measures of derivative price sensitivity",
"word": "charm"
},
{
"sense": "second-order measures of derivative price sensitivity",
"word": "gamma"
},
{
"alt": "DdeltaDvol, DvegaDspot",
"sense": "second-order measures of derivative price sensitivity",
"word": "vanna"
},
{
"alt": "rhova",
"sense": "second-order measures of derivative price sensitivity",
"word": "vera"
},
{
"alt": "DvegaDtime",
"sense": "second-order measures of derivative price sensitivity",
"word": "veta"
},
{
"alt": "DvegaDvol, vega convexity, volga",
"sense": "second-order measures of derivative price sensitivity",
"word": "vomma"
},
{
"english": "DgammaDtime, gamma decay",
"sense": "third-order measures of derivative price sensitivity",
"word": "color"
},
{
"english": "DgammaDtime, gamma decay",
"sense": "third-order measures of derivative price sensitivity",
"word": "colour"
},
{
"english": "DgammaDspot, gamma of the gamma",
"sense": "third-order measures of derivative price sensitivity",
"word": "speed"
},
{
"alt": "DvommaDvol",
"sense": "third-order measures of derivative price sensitivity",
"word": "ultima"
},
{
"alt": "DgammaDvol",
"sense": "third-order measures of derivative price sensitivity",
"word": "zomma"
},
{
"alt": "cega",
"sense": "measures of multi-asset derivative price sensitivity",
"word": "correlation delta"
},
{
"sense": "measures of multi-asset derivative price sensitivity",
"word": "cross gamma"
},
{
"sense": "measures of multi-asset derivative price sensitivity",
"word": "cross vanna"
},
{
"sense": "measures of multi-asset derivative price sensitivity",
"word": "cross volga"
}
],
"id": "en-Greeks-en-noun-iBiKTkRI",
"links": [
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"finance",
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],
[
"sensitivity",
"sensitivity"
],
[
"price",
"price"
],
[
"derivative",
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"parameter",
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],
"tags": [
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],
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}
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"sounds": [
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"_dis": "14 14 18 54",
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"sense": "first-order measures of derivative price sensitivity",
"word": "delta"
},
{
"sense": "first-order measures of derivative price sensitivity",
"word": "epsilon"
},
{
"english": "elasticity, omega",
"sense": "first-order measures of derivative price sensitivity",
"word": "lambda"
},
{
"sense": "first-order measures of derivative price sensitivity",
"word": "rho"
},
{
"sense": "first-order measures of derivative price sensitivity",
"word": "theta"
},
{
"alt": "kappa, tau",
"sense": "first-order measures of derivative price sensitivity",
"word": "vega"
},
{
"alt": "delta decay, DdeltaDtime",
"sense": "second-order measures of derivative price sensitivity",
"word": "charm"
},
{
"sense": "second-order measures of derivative price sensitivity",
"word": "gamma"
},
{
"alt": "DdeltaDvol, DvegaDspot",
"sense": "second-order measures of derivative price sensitivity",
"word": "vanna"
},
{
"alt": "rhova",
"sense": "second-order measures of derivative price sensitivity",
"word": "vera"
},
{
"alt": "DvegaDtime",
"sense": "second-order measures of derivative price sensitivity",
"word": "veta"
},
{
"alt": "DvegaDvol, vega convexity, volga",
"sense": "second-order measures of derivative price sensitivity",
"word": "vomma"
},
{
"english": "DgammaDtime, gamma decay",
"sense": "third-order measures of derivative price sensitivity",
"word": "color"
},
{
"english": "DgammaDtime, gamma decay",
"sense": "third-order measures of derivative price sensitivity",
"word": "colour"
},
{
"english": "DgammaDspot, gamma of the gamma",
"sense": "third-order measures of derivative price sensitivity",
"word": "speed"
},
{
"alt": "DvommaDvol",
"sense": "third-order measures of derivative price sensitivity",
"word": "ultima"
},
{
"alt": "DgammaDvol",
"sense": "third-order measures of derivative price sensitivity",
"word": "zomma"
},
{
"alt": "cega",
"sense": "measures of multi-asset derivative price sensitivity",
"word": "correlation delta"
},
{
"sense": "measures of multi-asset derivative price sensitivity",
"word": "cross gamma"
},
{
"sense": "measures of multi-asset derivative price sensitivity",
"word": "cross vanna"
},
{
"sense": "measures of multi-asset derivative price sensitivity",
"word": "cross volga"
}
],
"lang": "English",
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"pos": "noun",
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"The quantities representing the sensitivity of the price of derivatives to a change in underlying parameters on which the value of an instrument or portfolio is dependent (so called because some are denoted by Greek letters)."
],
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"finance",
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"price",
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],
"tags": [
"plural",
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],
"topics": [
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"rhymes": "-iːks"
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],
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"word": "Greeks"
}
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This page is a part of the kaikki.org machine-readable English dictionary. This dictionary is based on structured data extracted on 2024-04-26 from the enwiktionary dump dated 2024-04-21 using wiktextract (93a6c53 and 21a9316). 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.