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If the current market price of a stock is USD 60, which of the following options on the stock has the highest gamma?
A
Long call option expiring in 5 days with strike price of USD 30
B
Long call option expiring in 5 days with strike price of USD 60
C
Long call option expiring in 30 days with strike price of USD 30
D
Long call option expiring in 30 days with strike price of USD 60
