a)Delta of the share when price is between $50 and $51 =  
 

b)Delta of the share when price is between $51 and $52 =  
 

c)Gamma of the share when price is between $50 and $52 =  
 

Could you please provide formulas to follow for both Delta and Gamma?

The following table lists the price of a share in Lachlin Bank and the price of its corresponding European option: Lachlin Bank Price History Year 2001 2002 2003 Price of Share ($) 50 51 52 Price of Option ($) 10 15 25 With the above information, calculate the following greek letters, assuming that the delta is constant in the ranges $50 to $51, and $51 to $52, and the gamma is constant in the range $50 to $52. Give your answer to 3 decimal places.