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Shadow Greeks: The whole greeks are explained in terms of partial derivatives regarding underlying and time, volatility, etc. whereas holding the other variables/parameters not changed. It is the definition of a partial derivative. However of course, the variables or parameters might, practically, move together. For illustration, a fall in the stock price might be accompanied by a raise in volatility. Therefore one can measure sensitivity as the underlying and volatility both move together. This is termed as a shadow greek and is just as the concept of a total derivative in, for illustration, fluid mechanics, here one might follow the path of a fluid particle.