Assume a stock trades at $$109,$ the volatility of the stock is $21\%,$ and the risk$-$free interest rate is $4\mathrm{.}4\%.$ What is the Gamma of a $$107$ strike call option expiring in $120$ days if the spot price of the stock increases by $$1?$ Please answer to $2$ decimal places. answer is $\mathrm{.}03$ please explain