% the first derivative with respect to volatility, or Vega
function fprimeVega=fun(x)
K=1180;
S0=1092.34;
r=0.0075;
T=3/12;
d1=(log(S0/K)+(r+(x*x./2)*T))./(x*sqrt(T));
d2=d1-x*sqrt(T);
fprimeVega=S0*exp(d1*d1)*sqrt(T/(2*pi));
