I'm looking for a way to chart 2nd and 3rd order effects of greeks, more as a learning tool than anything else since I'm very visual. Everyone knows what a IV vs strike chart looks like or gamma vs strike, but as an example, I'd like to be able to chart the derivative of vega (so the slope of vega rather than vega itself) against strike. It would also be helpful to be able to chart in 3 dimensions (e.g. theta, strike price, and time, for example). Does anyone know of any tool (preferably on that is relatively cheap) that allows for custom charts like this? As a last resort, I have some basic coding knowledge and I can learn more as I go if there is a source that provides EOD options data for a cheap price (<$25/mo), though I'd like to save myself the headache if something already exists.
Not 3D but for example for vomma you can graph with ToS changing metric to vega and using vol step for lines. You can do it for vanna,color etc. May or may not be what you're looking for. It was enough for me for the 2nd/3rd order. I've seen excel graphed 3D somewhere but don't find anything of value in it so forgot where I saw it.