Option Gamma (Convexity) Calculation - Quant Researcher Interview Question

Problem Description

Gamma ($\Gamma$) is a second-order Greek that quantifies the curvature of an option's value relative to the underlying asset price, effectively measuring the rate of change of Delta. In quantitative risk management, this metric is essential for dynamic hedging strategies, as it indicates the stability of a delta-neutral position and determines the frequency of rebalancing required to mitigate directional risk. Task Implement a function solution(S, K, T, r, sigma) that calculates the Gamma for a