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

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. If the stock jumps to $52, what is your best estimate of the new price of the put using the put's delta and gamma?

A) 2.8095
B) 2.7309
C) 2.6523
D) 4.5317