$begingroup$ I am not sure Everything you indicate by "cross" consequences - the only real correlation is that they equally are functions of the transform in fundamental ($Delta S$) Vega and Theta are sensetivities to volatility and time, respectively, so their contribution might be: La PNL nos ayuda a entender https://pnl55208.blog-a-story.com/14904193/fascination-about-pnl