Update: The Gamma changes against time elapse need further review. It's common knowledge as expiration gets closer, Gamma risk become larger. Thus, the ATM strike Gamma must be increasing a lot faster than the OTM Gamma decreases. Also it's possible that really far OTM Gamma decreases while closer OTM Gamma may not decrease. In this way, an OTM portfolio will have Gamma increases over time.
The subject of option Greek changes against time, price and volatility for a premium selling portfolio requires a series of studies in the future and I'll post it as I progress.