Since the bull call spread is implemented on the premise of a modest appreciation in the underlying asset's price, it stands to reason that its premium will mirror that of the asset's price, up to a certain point. Essentially, a bull call spread's delta, which compares the change in the underlying asset's price to the change in the option's premium, is net positive. However, its gamma, which measures the rate of change of delta, is very close to zero which means that there is very little change in the bull call spread's premiums as the underlying asset's price changes.