The Greeks, simply

Delta says how much the option moves.

Delta is how much the option's price changes per $1 stock move. An at-the-money call has a delta near 0.50, so a $1 stock move changes the option by about $0.50. Deep in-the-money options have deltas near 1.0. Far out-of-the-money options have deltas near 0.

Delta shifts as price moves.

The S-curve shows call delta rising from near 0 far out of the money, through 0.50 at the money, toward 1.0 deep in the money. Your effective stock exposure changes every time price moves.

This one is an animated diagram in the app. See it in Vero.

Three more Greeks you'll hear.

Theta is the daily time-decay cost. A theta of -0.05 means the option loses about $5 per day per contract, all else equal. Gamma measures how fast delta itself changes as price moves. Vega measures how much the option gains or loses per one percentage point change in implied volatility.

Theta accelerates near expiry.

Time value bleeds slowly with 60 days to go, then drops steeply in the final two weeks. High theta costs little when expiry is far away and a lot when it is close.

This one is an animated diagram in the app. See it in Vero.