The Current Stock Price Is $50, and a Put Is $- 0.42858$

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 best estimate of the delta of the put?

A) $- 0.42858$
B) $- 0.43251$
C) $- 0.43055$
D) Cannot be calculated from the given data.