Am I understanding "the Greeks" correctly? So looking at Qualcomm options in this example:

A 92 C worth 1.82, current stock price is 90.20, delta is .4, theta is -.6, gamma .06

So for every dollar increase in the stock price, the option price will increase by 40 cents. If the stock price instantaneously increased to 92, then the option would be worth (1.8*.4)+1.82 = 2.54?

Now adding in a gamma of .06, the math would (roughly) be (1x.4)+(.8x.46)+1.82=2.588? I assume the delta and gamma would constantly be changing as the prices change, but keeping the math simple...

And then bringing in theta, if this price action occurred gradually between now and this time tomorrow, the option price would be 2.588-.6=1.988?

Is my understanding of how these numbers interact correct? Or am I way off base?