Last Updated
：2025/12/04
vomma
Noun
uncountable
Japanese Meaning
金融工学におけるデリバティブの感応度を測る二次指標。具体的には、原資産のボラティリティの変化に対するヴェガ（感応度）の変化率を表す。
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(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.
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vomma
Traders monitor vomma closely before earnings announcements to anticipate how option prices will respond to sudden shifts in implied volatility.
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Traders monitor vomma closely before earnings announcements to anticipate how option prices will respond to sudden shifts in implied volatility.
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