There is a natural order of market data speed, with spot levels changing faster than at-the-money volatility, at-the-money volatility changing more rapidly than volatility skew and volatilities being more volatile than dividend forecasts. Hedging performance can be improved by assuming a link between different market parameters, see Andreasen and Huge (2014). For example, when calculating a price with a new spot, or computing the sensitivity to a stock move (delta) using a spot shift, one may assume that this move is accompanied by a volatility move in the opposite direction or a change in expected dividends in the same direction. Thus, a delta hedge also hedges part of vega if stock and volatility are correlated. If delta and vega are hedged separately one has to be careful not to double count vega exposure. This section discusses pricing approaches assuming a spot move but no new volatility information.