My understanding is that each of them have different level of "very"; if that makes sense?
Based on my interpretation, I've arranged them as follows:
참, 아주, 많이, 진짜, 정말, 너무, 엄청, 완전, 굉장히, 매우
I could be wrong as I'm not a native speaker, and I myself am still learning (^_^')
However, I believe 전혀 has a completely different meaning.
전혀 - "not at all"
For example:
A: "운동을 많이 하세요?" (Do you workout?)
B: "전혀" (Not at all)
These are just my understanding. Feel free to point out my mistakes. I find this to be a really great discussion corner :)