How to derive numeric option VaR with delta-vega normal approach?

For an option with price C, the ΔC, with respect to changes of the underlying asset price S and volatility σ (first-order approximation), is given by $\Delta C=\delta \Delta S+\nu\Delta\sigma$ , where δ, and ν are respectively the delta, and vega greeks. Assuming the asset S and the volatility σ as normal and indipendent, we can calculate the percentual VaR of the option by using a parametric VaR as follows: $VaR = −\alpha*\sigma_p$ , where $\sigma_p^2$ is the portfolio variance: $\delta^2*\sigma_2^2 + \nu^2*\sigma^2$ , where σ_s is the underlying S volatility, and σ_sigma is the volatility of implied volatility. How to derive the numeric VaR (in terms of money) ? By multiplying the percentual VaR by the position my portfolio ? What is the latter ? Is it δ S + ν σ ? But I already included delta and vega in the portfolio volatility calculation ?