delta decay
nounDefinitions
A second-order measure of derivative price sensitivity, expressed as the instantaneous…
A second-order measure of derivative price sensitivity, expressed as the instantaneous rate of change of delta with respect to time.
The neighborhood
Vish — recursive loop
No curated loop yet for delta decay. Loops are being traced one word at a time while the ingestion pipeline matures.
sense glosses and etymology drawn from English Wiktionary · source · CC-BY-SA