# DvegaDvol

> English word · Noun

## Definitions
1. 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.

## Etymology
From the mathematical formula (∂𝒱)/(∂σ), the partial derivative of vega (𝒱) with respect to volatility (σ), pronounced as "D vega (by) D vol(atility)".

## Source
Compiled from Wiktionary via kaikki.org (CC BY-SA). Data vintage: 2026-05-06.
Canonical page: https://plainspell.com/en/word/dvegadvol