What is the relation between delta and gamma

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Delta measures the rate of change of an option's price with respect to the underlying asset's price, while gamma measures the rate of change of delta with respect to the underlying asset's price.

Delta is the first derivative of the option price with respect to the underlying asset price, while gamma is the second derivative of the option price with respect to the underlying asset price.
Delta tells us how much the option price will change for a $1 change in the underlying asset price, while gamma tells us how much delta will change for a $1 change in the underlying asset price.
Gamma is highest for at-the-money options and decreases as the option moves in-the-money or out-of-the-money.
Delta and gamma work together to help traders manage risk and predict how option prices will change with movements in the underlying asset price.

What is the relation between delta and gamma

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