A three-step binomial tree with terminal stock prices being 1.103, 0.875, 0.695, and 0.552. At time 0, if you have the insider information that at the maturity the stock price will be 0.875. Then, will the option premium at time 0 still be same as if you don't have this information, please choose from the answers below?

A. Yes. Option premium is irrelevant to the private information (about the underlying) that option holder possesses.

B. No. As in that case, the risk neutral probability of the impossible sample paths become zero.