# Option Greeks - Vanna

###### This wiki is incomplete.

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 .

*Brilliant.org*. Retrieved from https://brilliant.org/wiki/option-greeks-vanna/