"The Greeks" sound intimidating, but each one is really just the answer to a specific, practical question about how an option's price will react to a specific kind of change. Delta answers: how much will this option's price move for a $1 move in the underlying stock? It ranges roughly from 0 to 1.0 for calls (0 to -1.0 for puts), and is also loosely used as a rough, informal estimate of the probability the option finishes in-the-money. Gamma answers a follow-up question: how much will Delta itself change as the stock moves? Gamma is highest for options trading close to their strike price near expiration, meaning Delta can shift very quickly in exactly those situations.
Theta answers a different kind of question entirely: how much value does this option lose, per day, purely from the passage of time, all else being equal? This time decay is a real, constant force working against anyone holding a long option position and in favor of anyone who sold it — and it isn't linear, accelerating meaningfully as expiration draws closer. Vega rounds out the four most commonly cited Greeks, answering: how much does this option's price change if the market's expectation of future volatility shifts, independent of any actual move in the stock price itself?
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