Hey everyone, Invariably I use 2-4 month OTM call options to speculate on equities I believe will rise in the near term. However as we all know the delta of those options decreases as time passes (assuming vol and stock price are constant). Does anyone know if there's a second derivative greek of delta with respect to time (i.e. d (delta)/ d (time)) and where I could find a program that could calculate such a lovely greek? Thanks!