As you may have noticed, above you will find words for "A second-order measure of derivative price sensitivity, expressed as the rate of change of vega with respect to changes in the spot price, or equivalently the rate of change of delta with respect to changes in the volatility of the underlying asset.". Hover the mouse over the word you'd like to know more about to view its definition. Click to find a better fitting word. Finally, thanks to ChatGPT, the overall results have been greatly improved.