The important Greeks are Delta, Gamma and Theta.
Consider a $68 SPY Buy Call with a $340 striking price, August 14 expiration date and .2578 Delta. For each SPY increase of $1 per share the option contract increases one Delta; and for each SPY decrease of $1 the option contract decreases one Delta.
Consider a SPY Put Call and a -.3576 Delta. For each SPY increase of $1 per share subtract contract decreases one Delta; and for each SPY decrease of $1 the option contract increases one Delta.
Delta ranges from 0 to 1 for Calls and 0 to -1 for Puts.
For each SPY increases of $1 add one Gamma to Delta; and for each SPY decreases of $1 subtract one Gamma from Delta to actualize Delta.
The option price decreases by Theta each day for time decay.
For each implied volatility increase of 1% add one Vega to the option price; and for each implied volatility decrease of 1% subtract one Vega from the option price.
Spreads bar Theta and Vega.