OptionGreeks

The rho value, represents the rate of change between an option’s value and a 1% change in the interest rate. This doesn’t have much effect on options pricing these days thanks to JPow and the Fed’s infinite printer.

The vega value, measures the sensitivity of the price of an option to changes in volatility

The theta value, measures the time decay of an option or the dollar amount an option will lose each day due to the passage of time

The delta value, measures the sensitivity of an option’s theoretical value to a change in the price of the underlying asset

The gamma value, measures the rate of change in the delta for each one-point increase in the underlying asset

The Implied Volatility (IV)

The current value