> ## Documentation Index > Fetch the complete documentation index at: https://docs.activeviam.com/llms.txt > Use this file to discover all available pages before exploring further. # Sensitivities > Reference for the Sensitivities measures in the Sensitivities Cube. ## Sensitivities | Measure | Description | | -------------------- | --------------------------------------------------------------------------------------------------------------------------------------------------------- | | Correlation | Correlation (input data) | | CrossGamma | Cross-Gamma (input data) | | Delta | Delta (input data) | | Dividend Sensitivity | Sensitivity to the underlying dividend, equals the quantity of underlying risk factor hold multiplied by the exchange rate of local to reporting currency | | Gamma | Gamma (input data) | | Theta | Theta (input data) | | Vanna | Vanna (input data) | | Vega | Vega (input data) | | Volga | Volga (input data) | ## DtD | Measure | Description | | ------------------------ | ------------------------------------------------------------------------------- | | Correlation DtD | Change of correlation from one day to another. By default DtD. | | CrossGamma DtD | Change of cross-gamma from one day to another. By default DtD. | | Delta DtD | Change of delta from one day to another. By default DtD. | | Dividend Sensitivity DtD | Sensitivity to the underlying dividend from one day to another. By default DtD. | | Gamma DtD | Change of Gamma from one day to another. By default DtD. | | Theta DtD | Change of theta from one day to another. By default DtD. | | Vanna DtD | Change of Vanna from one day to another. By default DtD. | | Vega DtD | Change of Vega from one day to another. By default DtD. | | Volga DtD | Change of Volga from one day to another. By default DtD. | ## DtD % difference | Measure | Description | | ------------------------------------- | ---------------------------------------------------------------------------------------------------- | | Correlation DtD % Difference | Percentage change of correlation from one day to another. By default DtD. | | CrossGamma DtD % Difference | Percentage change of cross-gamma from one day to another. By default DtD. | | Delta DtD % Difference | Percentage change of delta from one day to another. By default DtD. | | Dividend Sensitivity DtD % Difference | Percentage change in sensitivity to the underlying dividend from one day to another. By default DtD. | | Gamma DtD % Difference | Percentage change of Gamma from one day to another. By default DtD. | | Theta DtD % Difference | Percentage change of theta from one day to another. By default DtD. | | Vanna DtD % Difference | Percentage change of Vanna from one day to another. By default DtD. | | Vega DtD % Difference | Percentage change of Vega from one day to another. By default DtD. | | Volga DtD % Difference | Percentage change of Volga from one day to another. By default DtD. | ## Ladder | Measure | Description | | ------------------ | ------------------------------- | | Correlation Ladder | Correlation ladder (input data) | | CrossGamma Ladder | Cross-Gamma ladder (input data) | | Delta Ladder | Delta ladder (input data) | | Gamma Ladder | Gamma ladder (input data) | | Theta Ladder | Theta ladder (input data) | | Vanna Ladder | Vanna ladder (input data) | | Vega Ladder | Vega ladder (input data) | | Volga Ladder | Volga ladder (input data) | ## Ladder previous | Measure | Description | | --------------------------- | ---------------------------------------------------- | | Correlation Ladder Previous | Correlation ladder for the previous day (input data) | | CrossGamma Ladder Previous | Cross-Gamma ladder for the previous day (input data) | | Delta Ladder Previous | Delta ladder for the previous day (input data) | | Gamma Ladder Previous | Gamma ladder for the previous day (input data) | | Theta Ladder Previous | Theta ladder for the previous day (input data) | | Vanna Ladder Previous | Vanna ladder for the previous day (input data) | | Vega Ladder Previous | Vega ladder for the previous day (input data) | | Volga Ladder Previous | Volga ladder for the previous day (input data) | ## Previous | Measure | Description | | ----------------------------- | --------------------------------------------------------- | | Correlation Previous | Correlation as of previous day | | CrossGamma Previous | Cross-Gamma as of previous day | | Delta Previous | Delta as of previous day | | Dividend Sensitivity Previous | Sensitivity to the underlying dividend as of previous day | | Gamma Previous | Gamma as of previous day | | Theta Previous | Theta as of previous day | | Vanna Previous | Vanna as of previous date | | Vega Previous | Vega as of previous date | | Volga Previous | Volga as of previous date | ## With % difference All measures in this section output a string. | Measure | Description | | -------------------------------------- | ------------------------------------------------------------------------------------------------------------------- | | Correlation with % Difference | Correlation with percentage difference in brackets. Note: This measure outputs a string. | | CrossGamma with % Difference | Cross-Gamma with percentage difference in brackets. Note: This measure outputs a string. | | Delta with % Difference | Delta with percentage difference in brackets. Note: This measure outputs a string. | | Dividend Sensitivity with % Difference | Sensitivity to the underlying dividend with percentage difference in brackets. Note: This measure outputs a string. | | Gamma with % Difference | Gamma with percentage difference in brackets. Note: This measure outputs a string. | | Theta with % Difference | Theta with percentage difference in brackets. Note: This measure outputs a string. | | Vanna with % Difference | Vanna with percentage difference in brackets. Note: This measure outputs a string. | | Vega with % Difference | Vega with percentage difference in brackets. Note: This measure outputs a string. | | Volga with % Difference | Volga with percentage difference in brackets. Note: This measure outputs a string. | ## Native CCY NativeCurrency | Measure | Description | Required hierarchies | | ------------------ | --------------------------------------------------------------------------------------------- | ----------------------------------------- | | Correlation Native | Correlation in units of original currency | [Currencies](../../dimensions/currencies) | | CrossGamma Native | Cross-Gamma in units of original currency | [Currencies](../../dimensions/currencies) | | Delta Native | Delta in units of original currency | [Currencies](../../dimensions/currencies) | | Dividend Quantity | Quantity of underlying hold eligible for dividend, it may be the same as delta equity or bond | [Currencies](../../dimensions/currencies) | | Gamma Native | Gamma in units of original currency | [Currencies](../../dimensions/currencies) | | Theta Native | Theta in units of original currency | [Currencies](../../dimensions/currencies) | | Vanna Native | Vanna in units of original currency | [Currencies](../../dimensions/currencies) | | Vega Native | Vega in units of original currency | [Currencies](../../dimensions/currencies) | | Volga Native | Volga (input data in the units of original currency | [Currencies](../../dimensions/currencies) | ## DtD (native CCY) NativeCurrency | Measure | Description | Required hierarchies | | ---------------------- | -------------------------------------------------------------------------------------------- | ----------------------------------------- | | Correlation Native DtD | Change of correlation in units of original currency from one day to another. By default DtD. | [Currencies](../../dimensions/currencies) | | CrossGamma Native DtD | Change of cross-gamma in units of original currency from one day to another. By default DtD. | [Currencies](../../dimensions/currencies) | | Delta Native DtD | Change of delta in units of original currency from one day to another. By default DtD. | [Currencies](../../dimensions/currencies) | | Dividend Quantity DtD | Quantity of underlying hold eligible for dividend from one day to another. By default DtD. | [Currencies](../../dimensions/currencies) | | Gamma Native DtD | Change of Gamma in units of original currency from one day to another. By default DtD. | [Currencies](../../dimensions/currencies) | | Theta Native DtD | Change of theta in units of original currency from one day to another. By default DtD. | [Currencies](../../dimensions/currencies) | | Vanna Native DtD | Change of Vanna Native from one day to another. By default DtD. | [Currencies](../../dimensions/currencies) | | Vega Native DtD | Change of Vega in units of original currency from one day to another. By default DtD. | [Currencies](../../dimensions/currencies) | | Volga Native DtD | Change of Volga Native from one day to another. By default DtD. | [Currencies](../../dimensions/currencies) | ## DtD % difference (native CCY) NativeCurrency | Measure | Description | Required hierarchies | | ----------------------------------- | --------------------------------------------------------------------------------------------------------------- | ----------------------------------------- | | Correlation Native DtD % Difference | Percentage change of correlation in units of original currency from one day to another. By default DtD. | [Currencies](../../dimensions/currencies) | | CrossGamma Native DtD % Difference | Percentage change of cross-gamma in units of original currency from one day to another. By default DtD. | [Currencies](../../dimensions/currencies) | | Delta Native DtD % Difference | Percentage change of delta in units of original currency from one day to another. By default DtD. | [Currencies](../../dimensions/currencies) | | Dividend Quantity DtD % Difference | Percentage change in quantity of underlying hold eligible for dividend from one day to another. By default DtD. | [Currencies](../../dimensions/currencies) | | Gamma Native DtD % Difference | Percentage change of Gamma in units of original currency from one day to another. By default DtD. | [Currencies](../../dimensions/currencies) | | Theta Native DtD % Difference | Percentage change of theta in units of original currency from one day to another. By default DtD. | [Currencies](../../dimensions/currencies) | | Vanna Native DtD % Difference | Percentage change of Vanna Native from one day to another. By default DtD. | [Currencies](../../dimensions/currencies) | | Vega Native DtD % Difference | Percentage change of Vega in units of original currency from one day to another. By default DtD. | [Currencies](../../dimensions/currencies) | | Volga Native DtD % Difference | Percentage change of Volga Native from one day to another. By default DtD. | [Currencies](../../dimensions/currencies) | ## Previous (native CCY) NativeCurrency | Measure | Description | Required hierarchies | | --------------------------- | ----------------------------------------------------------------------------------------------------------------- | ----------------------------------------- | | Correlation Native Previous | Correlation in units of original currency as of previous day | [Currencies](../../dimensions/currencies) | | CrossGamma Native Previous | Cross-Gamma in units of original currency as of previous day | [Currencies](../../dimensions/currencies) | | Delta Native Previous | Delta in units of original currency as of previous day | [Currencies](../../dimensions/currencies) | | Dividend Quantity Previous | Quantity of underlying hold eligible for dividend, as of previous day. It may be the same as delta equity or bond | [Currencies](../../dimensions/currencies) | | Gamma Native Previous | Gamma in units of original currency as of previous day | [Currencies](../../dimensions/currencies) | | Theta Native Previous | Theta in units of original currency as of previous day | [Currencies](../../dimensions/currencies) | | Vanna Native Previous | Vanna as of previous day in units of original currency | [Currencies](../../dimensions/currencies) | | Vega Native Previous | Vega in units of original currency as of previous day | [Currencies](../../dimensions/currencies) | | Volga Native Previous | Volga as of previous day in units of original currency | [Currencies](../../dimensions/currencies) | ## With % difference (native CCY) NativeCurrency All measures in this section output a string. | Measure | Description | Required hierarchies | | ------------------------------------ | --------------------------------------------------------------------------------------------------------------------------------------------------------------------------- | ----------------------------------------- | | Correlation Native with % Difference | Correlation in units of original currency with percentage difference in brackets. Note: This measure outputs a string. | [Currencies](../../dimensions/currencies) | | CrossGamma Native with % Difference | Cross-Gamma in units of original currency with percentage difference in brackets. Note: This measure outputs a string. | [Currencies](../../dimensions/currencies) | | Delta Native with % Difference | Delta in units of original currency with percentage difference in brackets. Note: This measure outputs a string. | [Currencies](../../dimensions/currencies) | | Dividend Quantity with % Difference | Percentage change in quantity of underlying hold eligible for dividend from one day to another with percentage difference in brackets. Note: This measure outputs a string. | [Currencies](../../dimensions/currencies) | | Gamma Native with % Difference | Gamma in units of original currency with percentage difference in brackets. Note: This measure outputs a string. | [Currencies](../../dimensions/currencies) | | Theta Native with % Difference | Theta in units of original currency with percentage difference in brackets. Note: This measure outputs a string. | [Currencies](../../dimensions/currencies) | | Vanna Native with % Difference | Vanna Native with percentage difference in brackets. Note: This measure outputs a string. | [Currencies](../../dimensions/currencies) | | Vega Native with % Difference | Vega in units of original currency with percentage difference in brackets. Note: This measure outputs a string. | [Currencies](../../dimensions/currencies) | | Volga Native with % Difference | Volga Native with percentage difference in brackets. Note: This measure outputs a string. | [Currencies](../../dimensions/currencies) |