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Here again is the table listing them: Greek Name Measures option price change resulting from: Delta Changes in the current price of the underlying asset Vega Changes in expectations for future price change in the underlying asset Theta Drop in option price due to the passage of time Rho Changes in the risk-free interest rate Gamma Change in Delta due to changes in the current price of the underlying asset Earlier I discussed Delta and Vega; last week we talked about Theta and Rho.
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