# Option Greeks - Vanna

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PS: Here are examples of great wiki pages — Fractions, Chain Rule, and Vieta Root Jumping

The

vannaof an option is the rate of change of delta with respect to volatility.\[ \text{ Vanna} = \frac{ \partial \Delta } { \partial \sigma } = \frac{ \partial^2 V } { \partial \sigma \partial S } = \frac{ \partial \nu } { \partial S } \]

It is sometimes also known as "D Del V".

#### Contents

## Vanna of option

## Graph of Vanna

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

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