12. 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 is the option's gamma? 13. Tomorrow, you want to buy an option has a theta of -.13. If it has an ask price of $1.08 today, what will its price be tomorrow at the open, if the stock opens unchanged