1.    What is the gamma of an option?
2.    How does a change in the volatility of the rate of appreciation affect the pricing of foreign currency options?
3.    Why does a change in the domestic interest rate affect the pricing of a foreign currency option? Does a change in the foreign interest rate cause any change in option prices?
4.    What is the theta of an option?
5.    What is the implied volatility of an option?