A six-month European 50-strike call option on XYZ stock currently has a delta of 5 and a gamma of 10. You are currently short in a six month 50-strike european straddle on XYZ stock and long in certain amount of the stock to hedge your total delta to zero. If the stock price suddenly moves down by 80 cents, the loss of your delta-hedged position in the straddle

A. is approximately 7.2 dollars

B. is approximately 6.4 dollars

C. is approximately 3.2 dollars

D. cannot be determined without giving the information about the Greeks of the put option on the XYZ stock.