Gamma is the change in an option's delta for a one-point change in the price of the underlying. This means that the delta increases as the underlying price increases and that delta falls as the underlying price falls. Theta is defined as the change in the price of an option for a 1-day decrease in the time remaining to expiration. As volatility falls, time value declines, theta declines. Vega is the change in the value of an option for a 1-percentage point increase in implied volatility.
Time amplifies the effect of volatility changes.
As a result, vega is greater for long-dated options than for short dated options.