During a recent analysis of a portfolio consisting of long call and put options, financial analyst Sarah has been tasked with evaluating the impact of various factors on the portfolio's value. She understands that the sensitivity of an option's price to changes in its underlying asset's price is a crucial factor to consider. As the price of the underlying stock approaches the strike price of the options, she is particularly interested in how this may affect the convexity and risk of the portfolio.

One day, the underlying stock's price increases significantly, and Sarah expects the delta of her long call option to increase. However, she recalls that an option’s delta also varies as its price moves, particularly when it is in-the-money, at-the-money, or out-of-the-money. She needs to understand how this change in delta may affect her options strategy.

With this context, consider the following statements about Delta and Gamma as they pertain to Sarah’s options: