It is kinda scary that I only knew what seven out of these fifteen were:

- Delta measures the rate of change of option value with respect to changes in the underlying asset's price....
- Vega is the derivative of the option value with respect to the volatility of the underlying asset.... The glyph used is the Greek letter nu... [looks] like a Latin vee.... Another possibility is that it is named after Joseph de la Vega, famous for
*Confusion of Confusions*.... - Theta... [is] the amount of money per share of the underlying that the option loses in one day [at a constant underlying price]....
- Rho... is the derivative of the option value with respect to the risk-free interest rate....
- Lambda... is the percentage change in option value per percentage change in the underlying price....
- Gamma... is the second derivative of the value function with respect to the underlying price....
- Vanna... is a second order derivative of the option value, once to the underlying spot price and once to volatility....
- Vomma... is the second derivative of the option value with respect to the volatility... measures the rate of change to vega as volatility changes....
- Charm... or delta decay, measures the instantaneous rate of change of delta over the passage of time....
- Veta... measures the rate of change in the vega with respect to the passage of time... is the second derivative of the value function; once to volatility and once to time....
- Vera... measures the rate of change in rho with respect to volatility... is the second derivative of the value function; once to volatility and once to interest rate....
- Color... measures the rate of change of gamma over the passage of time... is a third-order derivative of the option value, twice to underlying asset price and once to time....
- Speed... measures the rate of change in Gamma with respect to changes in the underlying... the third derivative of the value function with respect to the underlying spot price....
- Ultima... measures the sensitivity of the option vomma with respect to change in volatility... a third-order derivative of the option value to volatility....
- Zomma... measures the rate of change of gamma with respect to changes in volatility... the third derivative of the option value, twice to underlying asset price and once to volatility...