Highest gamma among ATM options on different stocks

Three at-the-money options are written on three different underlyings, with strikes $10$, $20$ and $30$ (so spot equals strike in each case). They share the same expiry, and you may assume the same volatility. In the Black–Scholes model, which strike's option has the largest gamma?

The strike-$10$ option. At the money, $\Gamma=\varphi(d_1)/(S\sigma\sqrt{T})$, and $d_1$ is the same for all three, so gamma scales like $1/S$. A one-dollar move matters far more to a $10 stock than to a $30 one.