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Delta - measures the change in an option's price with respect to the change in the underlying asset
- Delta is an estimate for how much the price of an option will change when the price of the underlying asset changes by $1.
Theta - measures the time decay of an option; the rate of change to the value of an option over time
- Theta is useful for determining how much an option will lose each day over a set perdiod of time.
Gamma - measures the change in delta with respect to the change in the underlying asset
- Gamma is an estimate for how much delta will change when the price of the underlying asset changes by $1; it is an indicator of how stable the delta is.
Vega - measures the change in the value of an option with respect to a change in volatility.
- Vega is an estimate for how much the price of an option will change when volatility changes by 1%.
Rho - measures the change in the value of an option with respect to a change in interest rates.
- Rho is an estimate for how much the price of an option will change when interest rates change by 1%.
