Volatility of Volatility

Discussion in 'Options' started by aphexcoil, Nov 5, 2002.

  1. I am looking for a term (it could be greek, I'm not sure) that simply means the volatility of volatility, or how volatile the volatility of an underlying is.

    Thank you.
     
  2. syst

    syst

    hi,

    It doesn't matter in real trading

    best regards
     
  3. DVOL...first derivative of volatility...
     
  4. Thanks ...