In mathematical finance, the Greeks are the quantities representing the sensitivities of derivatives such as options to a change in underlying parameters on which the value of an instrument or portfolio of financial instruments is dependent.
Delta - Measures the change in option price change when the stock price increases by $1.
Gamma - Measures the change in delta when the stock price increases by $1.
Vega - Measures the change in option price when the volatility increases 1%.
Theta - Measures the change in option price when the time to maturity decreases by 1 day.
Rho - Measures the change in option price when the interest rate increases 1%.
Psi -Measures the change in option price when the continuous dividend yield increases 1%.