What is the interpretation of the "Gamma" option Greek from the Black-Scholes-Merton Option Pricing Model?

A. It indicates how the value of the option changes for small movements in the stock price over small periods of time

. B. It indicates how the value of the call option changes, as the value of the put option changes.

C. It indicates how the Delta of the option changes for small movements in the stock price over small periods of time.

D. It indicates how the value of the option changes as the inputted volatility changes over small periods of time.