Option Zomma
Also DgammaDvol. Third order Greek which measures sensitivity of gamma to small changes in volatility.
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More in Option Greeks :
- Option Delta
- Option Gamma
- Option Theta
- Option Vega
- Option Rho
- Higher Order Greeks
- Option Greeks Excel Formulas
- Measuring Directional Exposure with Delta: Single Option and Option Spreads
- Delta Hedging: Calculations, Adjustments, Long vs. Short Options
- Delta of Calls vs. Puts and Probability of Expiring In the Money