How to remember / memorize the Greeks relating to Black-Scholes

A simple way to memorize the Greeks used in the Black-Scholes model for option pricing is to remember they all relate to the inputs Price, time-to-expiration, volatility and Interest rate.

Delta denotes rate of change and is the rate of change option price with underlier Price
Gamma is the second partial derivative of option price with underlier price and is also the second Greek alphabetically.
Vega is the rate of change of option price with volatility. Vega starts with a V and so does volatility.
Theta is the rate of change of option price with the time-to-expiration. Theta starts with a T and so does time-to-expiration.
Rho is the rate of change of option price with interest Rate. Rho starts with R and so does Rate.