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When considering the gamma of different stock options, it is crucial to understand that gamma measures the rate of change of delta in relation to changes in the underlying stock price. Essentially, gamma indicates the sensitivity of delta to movements in the stock's price, and a higher gamma implies greater potential price sensitivity. Given this context, analyze the following options to determine which one possesses the highest gamma, assuming the stock's current market price is USD 60:
Which of the following stock options has the greatest gamma if the stock's current market price is USD 60?