Out of 4 Greeks which greek is most important & indicate about up & down in stock prices
One way to answer this is to say greek 'X' is most important. But that will convey almost zero information to you.
I suggest you read more about what options greeks really are. You can check out this course on Quantra. Or you can watch it here if you prefer (or simply google it for many more). Once you have done so, you will realize this question does not make much sense.
The options greeks measure the sensitivity of option price to one (or more) pricing parameters. We can define the 'most important' greek as the one that has the highest exposure in terms of dollar value for normal range of movement of each parameter(s) they depend on, for a particular option portfolio. For a naked at-the-money short-dated (atm) call, that is usually the delta, vega if long-dated. For an atm straddle, that will be vega if the time to expiry is long, else gamma/ theta. For ATM digital put, that is definitely gamma. For a gamma hedged portfolio, it is usally the colour (time decay of gamma). So the proper answer to your question is 'it depends'. The greek called delta measures the sensitivity w.r.t. ups and down (or movement in general, if that is what you mean) of the underlying (stock price for stock options).