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.”
How to use vanna
Learner’s notesIn plain EnglishA technical options-trading measure combining sensitivity to price and volatility.
Specialist financial jargon, rarely used outside trading and quantitative finance.
Word forms
Vannas plural, Vannas plural
Fill the gap
Can you complete this real example?
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.".