noun
vanna
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.
Word Forms
Vannas plural, Vannas plural
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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."