A question to experts in Options Greeks: For cumulating the Delta's of a multi-leg position (consisting of especially short and long puts) I'm calling the following in my programming language (C/C++) for each leg: SumDelta += Leg.Delta * Leg.Qty * (Leg.fLong ? -1.0 : 1.0); where SumDelta initially is of course 0, and fLong says whether that leg is a long or short, Qty is always >= 0. Can one use this same algorithm also for the other Greeks (Vega, Gamma, Theta, Rho), or are there differences?