Compute the 95% 10-day VaR for a written strangle (sell an out-of-the-money call and an out-of-the-money put)

Question:

Compute the 95% 10-day VaR for a written strangle (sell an out-of-the-money call and an out-of-the-money put) on 100,000 shares of stock A. Assume the options have strikes of $90 and $110 and have 1 year to expiration. Use the delta-approximation method and Monte Carlo simulation. What accounts for the difference in your answers?