$begingroup$ I am not sure what you imply by "cross" outcomes - the only real correlation is that they equally are functions in the adjust in fundamental ($Delta S$) Vega and Theta are sensetivities to volatility and time, respectively, so their contribution would be: Stack Exchange community contains 183 Q&A https://angelowslbq.bloguerosa.com/33107724/what-does-pnl-mean