Gamma

Gamma is the acceleration of delta. $\frac{\partial^2 V}{\partial S^2} =\frac{ e^{-qT}N'(d_1)}{\sigma S\sqrt{T}}$

where $N'(x) = \frac{1}{\sqrt{2\pi}} e^{-x^2/2}$

(see Black-Scholes-Merton formula)