There are multiple options greeks that can be used to look at the potential market risk one needs to manage. The previous research explained how the so-called first order greeks explain the interaction between factors such as changes in underlying prices, volatility and interest rates and options premiums while the present one is going to investigate which ones are and how second-order greeks change. The second-order options greeks that will be examined in the present research are Vanna, Charm, Vomma and DvegaDtime. This research was published on the Medium platform a few years ago but it is still valid today. Please click here to read the rest of the research.