# Tag Info

First, notice that the two greeks you mentioned in your question are simply the partial derivatives of the value of the option $V$ with respect to two different variables $S$ (the price of the underlying) and $\sigma$ (the volatility of the underlying): $$\Delta = \frac{\partial V}{\partial S} \quad \text{and} \quad \nu=\frac{\partial V}{\partial \sigma}$$ ...