I'm posting this because I see at lot of new options traders starting out with 0dte and/or 1dte (as I once did). This is a simple chart of gamma for the ATM strike of a Put expiring on Feb20 (23dte from today). The gamma acceleration signifies the potential change in the delta for every $1.00 change in the stock price. So as you get close to expiration, especially on the last 3,4,5 days, you can see how volatile your option will be, and how hard it will be to escape an option when the price of the underlying is decreasing the last couple of days.
It is a second order derivative, so it is not a direct one to one value to price, but options ATM on days 4,3,2,1,0, delta changes have a great impact on price.
https://preview.redd.it/b4h5d3lpe4gg1.png?width=1179&format=png&auto=webp&s=406e3dbaf4f72970a36afdf272532e9ff9515f50