"vanna" meaning in English

See vanna in All languages combined, or Wiktionary

Noun

Etymology: Made up to sound like a Greek letter, probably beginning with "v" to be similar to vega. Head templates: {{en-noun|-}} vanna (uncountable)
  1. (finance) A second-order measure of derivative price sensitivity, expressed as the rate of change of vega with respect to changes in the spot price, or equivalently the rate of change of delta with respect to changes in the volatility of the underlying asset. Tags: uncountable Categories (topical): Finance Synonyms: DdeltaDvol, DvegaDspot Hypernyms (measure of derivative price sensitivity): Greeks (english: includes list of coordinate terms) Derived forms: cross vanna
    Sense id: en-vanna-en-noun-~gjVPSU9 Categories (other): English entries with incorrect language header Topics: business, finance

Download JSON data for vanna meaning in English (1.8kB)

{
  "etymology_text": "Made up to sound like a Greek letter, probably beginning with \"v\" to be similar to vega.",
  "head_templates": [
    {
      "args": {
        "1": "-"
      },
      "expansion": "vanna (uncountable)",
      "name": "en-noun"
    }
  ],
  "lang": "English",
  "lang_code": "en",
  "pos": "noun",
  "senses": [
    {
      "categories": [
        {
          "kind": "other",
          "name": "English entries with incorrect language header",
          "parents": [
            "Entries with incorrect language header",
            "Entry maintenance"
          ],
          "source": "w"
        },
        {
          "kind": "topical",
          "langcode": "en",
          "name": "Finance",
          "orig": "en:Finance",
          "parents": [
            "Business",
            "Economics",
            "Society",
            "Social sciences",
            "All topics",
            "Sciences",
            "Fundamental"
          ],
          "source": "w"
        }
      ],
      "derived": [
        {
          "word": "cross vanna"
        }
      ],
      "glosses": [
        "A second-order measure of derivative price sensitivity, expressed as the rate of change of vega with respect to changes in the spot price, or equivalently the rate of change of delta with respect to changes in the volatility of the underlying asset."
      ],
      "hypernyms": [
        {
          "english": "includes list of coordinate terms",
          "sense": "measure of derivative price sensitivity",
          "word": "Greeks"
        }
      ],
      "id": "en-vanna-en-noun-~gjVPSU9",
      "links": [
        [
          "finance",
          "finance#Noun"
        ],
        [
          "second-order",
          "second-order"
        ],
        [
          "derivative",
          "derivative"
        ],
        [
          "vega",
          "vega"
        ],
        [
          "spot price",
          "spot price"
        ],
        [
          "delta",
          "delta"
        ],
        [
          "volatility",
          "volatility"
        ],
        [
          "underlying",
          "underlying"
        ],
        [
          "asset",
          "asset"
        ]
      ],
      "raw_glosses": [
        "(finance) A second-order measure of derivative price sensitivity, expressed as the rate of change of vega with respect to changes in the spot price, or equivalently the rate of change of delta with respect to changes in the volatility of the underlying asset."
      ],
      "synonyms": [
        {
          "word": "DdeltaDvol"
        },
        {
          "word": "DvegaDspot"
        }
      ],
      "tags": [
        "uncountable"
      ],
      "topics": [
        "business",
        "finance"
      ]
    }
  ],
  "word": "vanna"
}
{
  "derived": [
    {
      "word": "cross vanna"
    }
  ],
  "etymology_text": "Made up to sound like a Greek letter, probably beginning with \"v\" to be similar to vega.",
  "head_templates": [
    {
      "args": {
        "1": "-"
      },
      "expansion": "vanna (uncountable)",
      "name": "en-noun"
    }
  ],
  "hypernyms": [
    {
      "english": "includes list of coordinate terms",
      "sense": "measure of derivative price sensitivity",
      "word": "Greeks"
    }
  ],
  "lang": "English",
  "lang_code": "en",
  "pos": "noun",
  "senses": [
    {
      "categories": [
        "English entries with incorrect language header",
        "English lemmas",
        "English nouns",
        "English uncountable nouns",
        "en:Finance"
      ],
      "glosses": [
        "A second-order measure of derivative price sensitivity, expressed as the rate of change of vega with respect to changes in the spot price, or equivalently the rate of change of delta with respect to changes in the volatility of the underlying asset."
      ],
      "links": [
        [
          "finance",
          "finance#Noun"
        ],
        [
          "second-order",
          "second-order"
        ],
        [
          "derivative",
          "derivative"
        ],
        [
          "vega",
          "vega"
        ],
        [
          "spot price",
          "spot price"
        ],
        [
          "delta",
          "delta"
        ],
        [
          "volatility",
          "volatility"
        ],
        [
          "underlying",
          "underlying"
        ],
        [
          "asset",
          "asset"
        ]
      ],
      "raw_glosses": [
        "(finance) A second-order measure of derivative price sensitivity, expressed as the rate of change of vega with respect to changes in the spot price, or equivalently the rate of change of delta with respect to changes in the volatility of the underlying asset."
      ],
      "tags": [
        "uncountable"
      ],
      "topics": [
        "business",
        "finance"
      ]
    }
  ],
  "synonyms": [
    {
      "word": "DdeltaDvol"
    },
    {
      "word": "DvegaDspot"
    }
  ],
  "word": "vanna"
}

This page is a part of the kaikki.org machine-readable English dictionary. This dictionary is based on structured data extracted on 2024-05-12 from the enwiktionary dump dated 2024-05-02 using wiktextract (ae36afe and 304864d). 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.