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Glossary   >   C   >   "Curvature" Definition            Curvature A measure of the rate of change in an option"s delta for a one-unit change in the price of the underlying stock. Glossary    Dictionary Search (powered by Google) WWW ITLOCUS.COM GLOSSARY.ITLOCUS.COM Translate a web page (powered by Google)      to German Spanish French Italian Portuguese Japanese Korean Chinese

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Curvature - A measure of the rate of change in an option"s delta for a one-unit change in the price of the underlying stock.