How gamma changes as options move toward expiration?

Can you explain how gamma changes as in-the-money, at-the-money, and out-of-the-money options move toward expiration? It looks the curriculum is talking the delta change and no coverage for puts.

as the option moves towards expiration the uncertainty increases whether the option closes in the money or out of the money so gamma is highest for at the money options .also ATM delta is 0.5 for calls or -0.5 for puts hence higher gamma ATM option’s curvature is convex In the money and out of the money Gamma options have low gammas because their delta is constant Delta - Calls range between 0 to 1 deep in the money call during expiration is close to 1 Delta - Puts range between - 1 to 0 deep in the money puts is close -1