Stock Broking
Option Greeks (Delta, Theta, Vega)
The dials measuring an option's sensitivities.
Delta tracks movement with the stock (~0.5 ATM, ~1.0 deep ITM); theta is daily time-decay, the buyer's rent; vega measures sensitivity to volatility spikes (high before events). Sellers harvest theta; buyers need movement fast enough to beat it.
Example
An option with theta −₹8 loses ₹8/day even if the stock doesn't move.