DvommaDvol

Etymology
From the mathematical formula $$\frac{\partial vomma}{\partial \sigma}$$, the partial derivative of vomma with respect to volatility (&sigma;), pronounced as "D vomma (by) D vol(atility)".

Noun

 * 1)  A third-order measure of derivative price sensitivity, expressed as the rate of change of vomma with respect to changes in the volatility of the underlying asset.