Delta is a measure of option price’s sensitivity to a one-point move in asset’s price (mathematically it’s the first derivative of an option’s price): ΔOptionPrice/$1(AssetPrice)
Gamma is logically (it goes after delta), a second derivative. It denotes changes in delta per one point of asset’s price: ΔDelta/$1(AssetPrice)
Theta: an immensely important greek. It’s how much an option changes in price per day, and it goes down as expiration moves closer. Below is a basic chart of an option’s value decaying.
Vega is option’s sensitivity to an underlying asset’s change in volatility. Usually, higher near the strike price recedes nearing expiration. A great visualization by QC is below: