Omega

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Omega

A measure of the change in price of an option relative to a percentage change in the price of the underlying asset. For example, if an option contract has an omega of 3.5, its price increases 3.5% for every 1% of change in the price of the underlying. Omega is also known as speed. It is calculated as a derivative of the option's gamma. See also: Delta, Volatility.
References in periodicals archive ?
The basis of the RFR technique is that a probe photon at a resonance angular frequency [[omega].
Before the measurements with polyethylacrylates were performed, the silicone standard was run at 25[degrees]C for the angular frequency range of [10.
For sinusoidal function with unit amplitude and angular frequency [[omega].
where A is the vector potential, [sigma]--the specific electric conductivity and [omega]--the angular frequency.
This phase wave in terms of transmitting the particle mass at the speed v and angular frequency [[OMEGA].
In overmodulation zone 1 [less than or equal to] m [less than or equal to] 2 / [square root of 3] and 2 / [square root of 3] [less than or equal to] m [less than or equal to] 2, the average voltage vector produced are of non uniform magnitude and angular frequency is constant or almost constant.
It depends on angular frequency which remains constant, on permittivity and conductivity of material.
The rheological measurements were performed using a frequency sweep procedure at a fixed temperature of 190[degrees]C with angular frequency range of 0.
where i = c, f, p and [omega] is angular frequency of forced forces.