I am having difficulty in recovering some result in smile dynamics of Bergomi https://papers.ssrn.com/sol3/papers.cfm?abstract_id=1520443 , the paper gives and part, while my own calculation gives and respectively, which will give different SSR ratio for this model. So I think something wrong with my calculation. Quickly sum up, in the paper it states given a model of smile as a function of moneyness, one can calculate below greeks of option , whose BS price is , as: Here is how I approached it. By checking the context I suppose calculation of it should be using BS greeks at and link . Giving a go based on that, I get gamma theta as: and doing taylor expansion at order 2 in x and order 0 in T, Similar to vanna theta, I get , where . And finally still using above I get

smile dynamics IV appendix 4
opsle

