Greeks for options 
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Delta is defined as the derivative of the option to its underlying 
security price. Thus, the delta of a call is defined:

The delta of a European call on a 
    non-dividend-paying stock is:      Delta (call) =N(d1)  						

The delta for a European put on a 
    non-dividend-paying stock is:      delta (put) = N(d1) - 1  					

If we sell a European call, we could hold delta shares of the same stock to 
hedge our position. This is named a delta hedge. Since the delta is a function 
of the underlying stock (S), to maintain an effective hedge we have to rebalance
our holding constantly. This is called dynamic hedging. For European call and 
puts we have closed form-solution for many Greeks, see .showFormula(45). An 
easy way to define those Greek letters is given in the following table. 

Greek   Description	                             Using call as an example
-----   ---------------------------------------      -------------------------
Delta   the change in an option value divided                    c2  - c1
        by the change in the underlying stock's      delta = ----------------
        price	                                                 S2   - S1

Gamma	the change in Delta divided by the change               delta2- delta1
        in the stocks price	                     Gama =  -------------
                                                                  S2  - S1

Theta   the change in the option value divided                    c2 - c1
        by the change in the time	             Theta = -------------
                                                                   T2- T1

Vega	the change in the option value divided                    c2  - c1
        by the change in the  volatility 	     Vega  =  --------------
                                                               sigma2 - sigma1

Rho     the change in the option value divided the                c2   - c1
        by the change in the  interest rate	     rho   =  -------------
                                                                  r2 - r1
------------------------
How to remember?
		Delta: 	1st order derivative
		Gama: 	2nd order derivative
		Theta	 - - > T - - > Time
		Vega	 - - > V - - > Volatility
		Rho	 - - > R - - > Rate 
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