The Greeks measure how an option’s price reacts to different forces. Here’s the whole family at a glance — a quick-reference cheat sheet, with links to the deep dives.

The first-order Greeks

Delta — price change per $1 in the underlying (and rough ITM probability). Gamma — how fast delta changes. Theta — daily time decay. Vega — sensitivity to implied volatility. Rho — sensitivity to interest rates (minor for short-dated).

The higher-order Greeks

Vanna — delta’s sensitivity to volatility. Charm — delta’s decay with time. Vomma — vega’s sensitivity to volatility. Color — gamma’s decay with time. See second-order Greeks for the full picture.

Delta/gamma = direction. Theta = time. Vega = volatility. The higher-order Greeks tell you how those change — and drive dealer flows.

What matters on 0DTE

On 0DTE, focus on delta/gamma (direction, extreme) and theta (fast decay); vega is negligible (higher-order Greeks for 0DTE). Master the first-order four, know the higher-order ones exist, and you’ve got the map.