Question: The correct answer is A, but I would like to see the math behind finding the answer please. F (FORD MOTOR COMPANY) Oct 20, 2020

 The correct answer is A, but I would like to see

The correct answer is A, but I would like to see the math behind finding the answer please.

F (FORD MOTOR COMPANY) Oct 20, 2020 @ 17:37 ET (Delayed) BID 7.74 ASK 7.75 VOL 63,312,267 Filters by: Volume: All Expiration Type: All Options Ran Options Chain Calls IV Int Delta 0.8628 Gamma 0.1065 0.6614 3654 Last Net Bid Ask Vol 1.86 +0.14 1.84 1.91 120 1.1 +0.18 1.03 1.08 469 0.48 +0.095 0.47 0.5 3,500 +0.045 0.17 0.19 1.715 12/18/2020 Strike F 6.000 F 7.000 F 8.000 F9.000 0.2034 16183 0.5319 0.7192 0.4871 0.4735 0.4722 0.2447 49215 0.2623 0.2134 0.19 19575 Ford stock was priced at $7.74 on Tuesday. You can see the 12/18 8.000 calls are listed at $.48. Assume Ford is about to fall by $0.10. Using the information here, after the stock falls, the 8.000 call should be: *a. .43 b. .48 c..20 d. 0.50

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