A stock is currently trading at \$95.09. A three-month at-the-money European put option on the stock costs 6.38 . The delta of the put is 0.09 and the gamma of the put is 0.008 . Given these values, if the stock price decreases by $6.3, what is the best estimate for the new value of the put? $21.31 $7.1 $17.76 $14.21 $5.32