Ok, so Delta represents the change in the derivative price with respect to the underlying.

Now consider a call option with a strike of 100, and suppose price is at 1, we're way out of the money. That option is unlikely to be worth much (this depends on vol and time to maturity - but set these aside for a second), because it's very unlikely that price will rise above 100. If price is at 5, it's still unlikely to be worth much for the same reason. So a move in the underlying from 1 to 5 won't change the price of the call option a lot. Because of that, the delta is low and also won't change much.

Because the delta won't change much on a move from 1 to 5, that means the gamma is low. With me so far?