Hi Arnie
Greeks don't need to be very complex. Simply look at your position and you can work most of them out. The greeks just give you another way of looking at and quantifying the risks inherent in your position. So I'll just add a little to mte and algorithm's excellent posts.
You sold/shorted ten otm puts. This means you are bullish and that is reflected in your positive delta (selling puts gives you positive delta, buying puts gives you negative delta), i.e. you want your underlying to go up or at least stay above your short strike. One put has delta of 7 but you must have sold ten to get a position delta of 70 (7x10). Whenver you sell an otm option you get a negative gamma and a positive theta, i.e. time decay works in your favour but the negative gamma tells you that you don't want your underlying to move much, if at all . Also, when you sell you are shorting vega, i.e. vega is negative and this means that you want iv to drop for you to become more profitable (intuitively you sold the naked puts because you thought iv was high and thus good premium could be collected). Obviously if you're wrong in your prognosis and iv goes up it will have a detrimental effect on your position. Rho I don't pay much attention to and isn't relevant for most short term option trades.
So, what does all this mean?
Well, theta is working in your favor, as each day passes you make a bit more money. Gamma on the other hand can be a killer if the underlying makes a significant move. The same goes for vega, except that you probably looked at the iv of your short put and decided that it has spiked and will most likely come down/revert to mean (I assume that, like a good trader, you have looked at the put's iv before placing the trade, right?)
Daddy's boy
