What Is the Gamma of a Deep ITM Option?

The Gamma of a deep In-the-Money (ITM) option is very close to zero. Gamma measures the rate of change of Delta.

Since a deep ITM option's Delta is already near its maximum of 1.0 (or -1.0) and changes very little with small movements in the underlying price, its Gamma is low. This means the Delta-hedge for a deep ITM option is very stable and requires minimal re-adjustment.

What Is the Term for an Option with a Delta Very Close to 1.0 or -1.0?
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How Does the Delta of an Option Relate to Its ITM, ATM, or OTM Status?
How Does the Delta of a Deep ITM Option Approximate the Delta of the Underlying Asset?
Why Do Deep Out-of-the-Money Options on Bitcoin Often Have a Very Low Delta?
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