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

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.