# Working with Options

aapl_options.csv

## The Greeks

• Delta: This is the rate of change of the option value with respect to a change in the price of the underlying security.
• Vega: This is the rate of changing of the option value with respect to a change in the volatility of the underlying security.
• Theta: This is the rate of change of the option value with respect to the time to expiry.
• Rho: This is the rate of change of the option value with respect the interest rate.
• Gamma: This is the rate of change of the Delta Greek with respect to a change in the price of the underlying security.