"delta decay" meaning in English

See delta decay in All languages combined, or Wiktionary

Noun

Head templates: {{en-noun|-}} delta decay (uncountable)
  1. (finance) A second-order measure of derivative price sensitivity, expressed as the instantaneous rate of change of delta with respect to time. Tags: uncountable Categories (topical): Finance Synonyms: charm, DdeltaDtime Hypernyms (measure of derivative price sensitivity): Greeks (english: includes list of coordinate terms)
    Sense id: en-delta_decay-en-noun-PrbohyUf Categories (other): English entries with incorrect language header, Pages with 1 entry, Pages with entries Topics: business, finance
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        "A second-order measure of derivative price sensitivity, expressed as the instantaneous rate of change of delta with respect to time."
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          "sense": "measure of derivative price sensitivity",
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        "(finance) A second-order measure of derivative price sensitivity, expressed as the instantaneous rate of change of delta with respect to time."
      ],
      "synonyms": [
        {
          "word": "charm"
        },
        {
          "word": "DdeltaDtime"
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        "finance"
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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 2024-10-22 from the enwiktionary dump dated 2024-10-02 using wiktextract (eaa6b66 and a709d4b). 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.

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