Greeks

The Greeks are the Quantities representing the sensitivity of the option price to a change in one of the underlying parameters.
Which ones are calculated from the first partial derivative of the option pricing model ??

Greek	Description
Delta	Asset Price - The rate of change between the option price and a $1 change in the price of the underlying asset.
	The amount the option price will decrease by if there is a $1 fall in asset price.
	The amount the option price will increase by if there is a $1 rise in asset price.
Gamma	The rate of change of Delta with respect to the change in the price of the underlying asset.

Vega	Asset Volatility - The rate of change between the option price and a 1% change in the volatility of the underlying asset.
	The amount the option price will decrease by if there is a 1% fall in asset volatility.
	The amount the option price will increase by if there is a 1% rise in asset volatility.

Rho	Interest Rates - The rate of change between the option price and a 1% change in the interest rate.
	The amount the option price will decrease by if there is a 1% fall in interest rates.
	The amount the option price will increase by if there is a 1% rise in interest rates.

Theta	Time to Maturity - The rate of change between the options price and time.
	The amount the option price will decrease by every day.