Monday Smackdown: DeLong Self-Smackdown: The "Greeks"

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

Greeks: Wikipedia:

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...