Partial derivatives of option value: Δ = dfracpartial Vpartial S, Gamma = dfracpartial^2 Vpartial S^2, mathcalV(Vega) = dfracpartial Vpartial σ, Theta = dfracpartial Vpartial t, ρ = dfracpartial Vpartial r. Vega is not a Greek letter — an industry pseudo-Greek. Second-order cross-Greeks (Vanna = partial Δ / partial σ, Volga = partial^2 V / partial σ^2, Charm = partial Δ / partial t) drive volatility-surface risk management. The BSM PDE itself is a relation among Theta, Delta, and Gamma: Theta + r S Δ + tfrac12σ^2 S^2 Gamma = r V.