The rates at which option prices change as a function of option model inputs. These statistics include “delta” (the rate of change of the option’s premium for changes in the price of the underlying asset), "gamma" (the rate of change of the delta for changes in the price of the underlying asset), "theta" (the rate of change in the option’s premium over the passage of time), "vega" (the rate of change of the option’s premium for a change in the rate of the implied volatility), "rho" (the rate of change of the option’s premium for a change in interest rates), and other.