noun
vanna
Vanna (noun) means In finance, a measure of how much an option's sensitivity to volatility (vega) changes as the price of the underlying asset moves. Example: “The trading desk watched vanna closely before the earnings announcement, expecting a volatility spike.”
noun
1
In finance, a measure of how much an option's sensitivity to volatility (vega) changes as the price of the underlying asset moves.
"The trading desk watched vanna closely before the earnings announcement, expecting a volatility spike."
How to use vanna
Learner’s notesIn plain EnglishA technical options-trading measure combining sensitivity to price and volatility.
When to use it
Specialist financial jargon, rarely used outside trading and quantitative finance.
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The trading desk watched _____ closely before the earnings announcement, expecting a volatility spike.
Etymology
A made-up finance term, coined to sound like a Greek letter and echo the related term "vega."
Rhymes for vanna
See all rhymes for vanna →Frequently asked questions
What does “vanna” mean?
The word “vanna” means in finance, a measure of how much an option's sensitivity to volatility (vega) changes as the price of the underlying asset moves. In plain terms, a technical options-trading measure combining sensitivity to price and volatility.
How do you use “vanna” in a sentence?
Here is “vanna” used in a sentence: “The trading desk watched vanna closely before the earnings announcement, expecting a volatility spike.”
What part of speech is “vanna”?
“Vanna” is a noun.
Where does the word “vanna” come from?
The word “vanna” comes from Greek. A made-up finance term, coined to sound like a Greek letter and echo the related term "vega.".
