Various of the Greeks can be estimated directly on the lattice, where the sensitivities are calculated using finite differences. Delta and gamma, being sensitivities of option value w.r.t. price, are approximated given differences between option prices - with their related spot - in the same time step. Theta, sensitivity to time, is likewise estimated given the option price at the first node in the tree and the option price for the same spot in a later time step. (Second time step for trinomial, third for binomial. Depending on method, if the "down factor" is not the inverse of the "up factor", this method will not be precise.) For rho, sensitivity to interest rates, and vega, sensitivity to input volatility, the measurement is indirect, as the value must be calculated a second time on a new lattice built with these inputs slightly altered - and the sensitivity here is likewise returned via finite difference. See also Fugit - the estimated time to exercise - which is typically calculated using a lattice.