"vomma" meaning in English

See vomma in All languages combined, or Wiktionary

Noun

Etymology: Blend of volatility + gamma Etymology templates: {{blend|en|volatility|gamma}} Blend of volatility + gamma Head templates: {{en-noun|-}} vomma (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 volatility of the underlying asset. Tags: uncountable Categories (topical): Finance Synonyms: DvegaDvol, vega convexity, volga Hypernyms (measure of derivative price sensitivity): Greeks (english: includes list of coordinate terms)
    Sense id: en-vomma-en-noun-bKGcdKWA Categories (other): English blends, English entries with incorrect language header Topics: business, finance

Download JSON data for vomma meaning in English (1.7kB)

{
  "etymology_templates": [
    {
      "args": {
        "1": "en",
        "2": "volatility",
        "3": "gamma"
      },
      "expansion": "Blend of volatility + gamma",
      "name": "blend"
    }
  ],
  "etymology_text": "Blend of volatility + gamma",
  "head_templates": [
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      "expansion": "vomma (uncountable)",
      "name": "en-noun"
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  "lang": "English",
  "lang_code": "en",
  "pos": "noun",
  "senses": [
    {
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        {
          "kind": "other",
          "name": "English blends",
          "parents": [],
          "source": "w"
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          "name": "English entries with incorrect language header",
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        {
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          "langcode": "en",
          "name": "Finance",
          "orig": "en:Finance",
          "parents": [
            "Business",
            "Economics",
            "Society",
            "Social sciences",
            "All topics",
            "Sciences",
            "Fundamental"
          ],
          "source": "w"
        }
      ],
      "glosses": [
        "A second-order measure of derivative price sensitivity, expressed as the rate of change of vega 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-vomma-en-noun-bKGcdKWA",
      "links": [
        [
          "finance",
          "finance#Noun"
        ],
        [
          "second-order",
          "second-order"
        ],
        [
          "derivative",
          "derivative"
        ],
        [
          "vega",
          "vega"
        ],
        [
          "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 volatility of the underlying asset."
      ],
      "synonyms": [
        {
          "word": "DvegaDvol"
        },
        {
          "word": "vega convexity"
        },
        {
          "word": "volga"
        }
      ],
      "tags": [
        "uncountable"
      ],
      "topics": [
        "business",
        "finance"
      ]
    }
  ],
  "word": "vomma"
}
{
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        "2": "volatility",
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      "expansion": "Blend of volatility + gamma",
      "name": "blend"
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  ],
  "etymology_text": "Blend of volatility + gamma",
  "head_templates": [
    {
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  "hypernyms": [
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      "sense": "measure of derivative price sensitivity",
      "word": "Greeks"
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  ],
  "lang": "English",
  "lang_code": "en",
  "pos": "noun",
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      "glosses": [
        "A second-order measure of derivative price sensitivity, expressed as the rate of change of vega with respect to changes in the volatility of the underlying asset."
      ],
      "links": [
        [
          "finance",
          "finance#Noun"
        ],
        [
          "second-order",
          "second-order"
        ],
        [
          "derivative",
          "derivative"
        ],
        [
          "vega",
          "vega"
        ],
        [
          "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 volatility of the underlying asset."
      ],
      "tags": [
        "uncountable"
      ],
      "topics": [
        "business",
        "finance"
      ]
    }
  ],
  "synonyms": [
    {
      "word": "DvegaDvol"
    },
    {
      "word": "vega convexity"
    },
    {
      "word": "volga"
    }
  ],
  "word": "vomma"
}

This page is a part of the kaikki.org machine-readable English dictionary. This dictionary is based on structured data extracted on 2024-05-10 from the enwiktionary dump dated 2024-05-02 using wiktextract (a644e18 and edd475d). 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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