Delta measures how much an option moves per $1 in the underlying; gamma measures how fast delta itself changes. Together they explain an option’s responsiveness — and the difference matters most on 0DTE.

Delta: the speed

Delta is your option’s current sensitivity to price — a 0.50-delta option gains ~$0.50 per $1 up-move. It’s also a rough probability of finishing in the money. Delta is the first thing to check for whether an option will respond to a move.

Gamma: the acceleration

Gamma tells you how fast delta changes as price moves. High gamma means delta swings quickly — so the option gets more (or less) responsive fast. Think of delta as speed and gamma as acceleration: gamma is why an option’s behavior can change dramatically during a move, especially near the money.

Delta is how fast your option moves now; gamma is how fast that speed changes. Speed and acceleration — and on 0DTE, the acceleration is extreme.

Why it matters on 0DTE

On 0DTE, gamma is at its maximum, so delta swings violently — a near-the-money option’s delta can jump from 0.2 to 0.8 on a modest move. That’s why 0DTE options are so responsive and so whippy. Understanding both Greeks explains the sharp, fast behavior that defines the 0DTE tape.