The Black–Scholes formula gives the price of a European call or put from the stock price, strike, time to maturity, interest rate and volatility. This visualizer plots the price and the Greeks — delta, gamma, vega and theta — across stock prices and maturities, in 2D curves and a 3D surface, so you can see how sensitivities change as an option moves in or out of the money.
Delta is the price change per unit move in the stock, gamma is how fast delta changes, vega is the sensitivity to volatility and theta is the value lost as time passes, all else equal.
Close to expiry an at-the-money option is about to become either worthless or a share-like payoff, so its delta swings fastest there. Far in or out of the money, delta is already near 1 or 0 and barely moves.