Your question is Stochastic Processes And Pricing. Take a moment with it on the right.
Talk me through your thinking if you like. When you're confident, submit your answer and I'll grade it like a real screen (7/10 or better passes).
Explain martingales, Markov chains, and Brownian motion, and then explain how Black-Scholes option pricing works and what the Greeks represent.
Define each stochastic concept precisely, distinguish the relevant filtration and Markov properties, and connect Brownian motion to the Black-Scholes model. Derive the pricing equation at a high level, state the assumptions, and explain delta, gamma, theta, vega, and rho. No numerical valuation is required because no market inputs are provided.