The Greeks
| Greek | Sensitivity to | |
|---|---|---|
| Delta |  | Change in option price relative to change in underlying asset price (that is, Speed) |
| Gamma |  | Change in option delta relative to change in underlying asset price (that is, Acceleration) |
| Theta |  | Change in option price relative to change in time left to expiration (that is, Time Decay) |
| Vega |  | Change in option price relative to the ... |
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