How to read it
Start from the example
Each example is an NSE end of day file at least 30 days old, dated on the page. The volatility is the one that reproduces that strike's settlement price, so the model price equals the settlement price until you change an input.
Read the units, row by row
Delta is rupees of premium for one index point. Theta is rupees lost in one calendar day. Vega is for one vol point of implied volatility. The position column multiplies by your lots and the lot size, and flips every sign for a sold option.
Change one input at a time
Cut the days to expiry and watch theta and gamma grow at the money. Raise the volatility and watch vega and the price. Move the strike and watch delta run from near 1 to near 0. The curves redraw for the days you set, half that time and one day left.
Expert mode
Vanna, volga, charm, speed and colour are the second order Greeks: how delta, vega and gamma themselves change. They are taught in the second order Greeks module; the first order Greeks are in the delta module, the gamma module and the vega module.
What it leaves out
Greeks are slopes at one price, one volatility and one date, so a big move, a change in volatility or a day passing changes them. The volatility used is the strike's own implied volatility, so the strikes of one expiry carry different volatilities; the market's smile is not modelled beyond that. Prices are end of day settlements, not live quotes, and NSE sets the settlement price of an untraded strike with its own model. The page gives no view on where any index goes.