# why gamma decreases when option is deep in the money? [closed]

Gamma decreases when a call option goes either deeper in, or deeper out of the money. That is due the demand for the call option. I can imagine the demand for the option would decrease as it goes deeper out of the money, but I would expect the demand for the option should increase as it goes deeper in the money because it would make more profit for the holder of the option. Why is this not true? In other words, why does the demand for the option decrease despite the fact that a deep in the money option is more profitable?