The Current Stock Price Is $50,and a Put Is Priced $0.4$

Multiple Choice

The current stock price is $50,and a put is priced at $3.59201.If the stock rises to $50.10,the price of the put will be $3.549152 and if the stock drops to $49.90,the price of the put will be $3.635261.What is the approximate gamma of the put?

A) $0.4$
B) $0.04$
C) $0.004$
D) Cannot be calculated from the given data.