Identifying the Vega Greek in Options

A trader is analyzing the Greeks associated with a call option on a stock. The option has a delta of 0.60, which indicates how the price of the option is expected to change based on a change in the underlying stock price. The trader is particularly interested in understanding how changes in implied volatility affect the price of the option. Which of the following Greeks is used to measure the sensitivity of the option's price to changes in implied volatility?