At the close yesterday IBM was down $2 64 per share from the day before Also, at the close an IBM 138 call was priced yesterday at $ 98 bid, $1 01 ask, with a delta of 36 This morning, IBM was up $ 50 per share and the option is priced at $1 15 bid, $1 18 ask with a delta of 51 What was the options...

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At the close yesterday IBM was down $2.64 per share from the day before. Also, at the

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At the close yesterday IBM was down $2.64 per share from the day before. Also, at the close an IBM 138 call was priced yesterday at $ .98 bid, $1.01 ask, with a delta of .36. This morning, IBM was up $ .50 per share and the option is priced at $1.15 bid, $1.18 ask with a delta of .51. What was the option’s gamma if the theta was -.05?