# Delta and Gamma profile

There is an active spread option traded in ICS as described here - https://www.theice.com/products/28881205/Crude-Future-Brent-1-Month-Calendar-Spread-Options

I am interested to know the Delta and Gamma profile of such Calendar spread option w.r.t. various possible underlying spread values.

Is there any empirical study for such calendar spread option?

Any pointer will be highly appreciated.