aphexcoil Nov 5, 2002 #1 I am looking for a term (it could be greek, I'm not sure) that simply means the volatility of volatility, or how volatile the volatility of an underlying is. Thank you.
I am looking for a term (it could be greek, I'm not sure) that simply means the volatility of volatility, or how volatile the volatility of an underlying is. Thank you.
aphexcoil Nov 5, 2002 #4 Originally posted by vulture DVOL...first derivative of volatility... More... Thanks ...
