Delta The change in theoretical price of an option given a one-unit move in the underlying. In the case of equity options, a "one-unit move" in the underlying would be a $1 change in the price of the stock. In general, deep in-the-money call options have a delta close to 100 (1 x 100 shares), at-the-money call options have deltas near 50 and deep out-of-the-money call options have deltas close to zero. Put options behave the same way, except they have negative deltas
Gamma The Greek letter used to represent the rate of change of an option delta as the underlying price changes. This information is primarily only helpful to professional traders who manage large positions.
Theta The Greek letter representing the change in an option's value given a one-unit (day) change in time
rho The Greek letter representing the expected change in an option's price given a 1% move in interest rates.
Implied Volatility The amount of movement expected in the stock given the current price of the options http://www.optionsxpress.com/help/glossary.aspx#num Wait until you get home... The link above has java links imbedded on the web page. I don't want you to crash your PC at work:)
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