# Option Greeks - Vomma

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The

vommaof an option is the rate of change of vega with respect to volatility.$\text{Vomma} = \frac{ \partial \nu } { \partial \sigma} = \frac{ \partial^ 2 V } { \partial \sigma^2 }.$

## Graph of vomma

**Cite as:**Option Greeks - Vomma.

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