NPV (Net Present Value) represents the current value of your options premium.

Delta measures the change of an option's premium with respect to changes in the currency pair exchange rate. Another way to think of Delta is as if it's your outright spot exposure. i.e. If you bought a EURUSD Call option and your Delta is EUR 25,000 it is as if you have a net long EURUSD position of EUR 25,000.

Gamma measures the change in an option's Delta with respect to a 1% change in the currency pair exchange rate. i.e. If you bought a EURUSD call option your Gamma is EUR 10,000 and your Delta is EUR 25,000 and spot market increases by 1% then your Delta will increase to EUR 25,000 + EUR 10,000 = EUR 35,000.

Vega measures the change of an option's premium with respect to a 1% change in the currency pair's volatility. i.e. If your Vega is $100 and Volatility increases by 1% then your option premium will increase in value by $100.

Theta measures time decay in your options premium value per day. i.e. If your premium today is worth $500 and Theta is -$25 then tomorrow, all else been equal, your option premium should be worth $500 - $25 = $475.