European Call Option -- Value, Greeks (Delta, Gamma), Time Evolution -- Black Scholes model

This video is part of the Derivatives series. This video demonstrates how simple European call options' value, delta, gamma as a function of spot look and how the curves evolve with time to expiry (from 6 month to expiry). Basic assumptions: SPX strike=4400; volatility=16%; dividend and risk-free rate = 0; and they hold throughout the options' life. What can we learn from the shapes of the curves and their time evolution?