Snyder purchased a call option on a stock $($non$-$dividend$).$ The time to maturity is $0\mathrm{.}4$ years. The stock price is $$49,$ the strike price is $$56,$ the risk$-$free rate is $0\mathrm{.}04$ as a decimal, and the volatility is $0\mathrm{.}1$ as a decimal. What is the gamma of the option, rounded to three decimal places?