Effect of an Implied-Vol Move on the Other Greeks

You are interviewing for a credit-derivatives pod and the interviewer wants to probe your feel for the option greeks -- no formulas, just intuition. For a standard European option, suppose the implied volatility rises. Qualitatively, how does this change the other greeks -- delta, gamma, vega, and theta? Explain the direction of each move using economic reasoning rather than plugging into Black-Scholes.