Gamma can occasionally be constant for a single contract. It doesn't work out that way mathematically, but in practice it is the result of IV being spot depende

Gamma can occasionally be constant for a single contract. It doesn't work out that way mathematically, but in practice it is the result of IV being spot dependent (spot up vol down, spot down vol up are two common phenomena) or reset lower due to a passing catalyst. This tends to be rare and localized, but it's important to think about charm vs speed if you trade weeklies around earnings because your true gamma will affect your decisions about how many shares to use to hedge delta. Let's look at an example. Say that you're long an OTM call into earnings, around 40d. The earnings reaction is muted compared to expectations, amounting to a small gain. You're now closer to your strike but still OTM, and IV has reset lower due to the catalyst having passed. In this case it's entirely possible that the speed of your gamma was counteracted by the charm of the passing catalyst (event theta), leaving you with delta that corresponds to what your first-order gamma would have indicated. Aka constant gamma for that particular contract in that specific event.