Question: Assume S = $62.50, = 0.20, r = 0.03, div = 0.0, on a $60 strike call and 81 days until expiration. Given a delta

Assume S = $62.50, = 0.20, r = 0.03, div = 0.0, on a $60 strike call and 81 days until expiration. Given a delta = 0.7092, gamma = 0.0582, and theta = -0.0158, what is the approximate call price, using the delta, gamma, theta approach, after 1 day, assuming a $0.50 rise in the stock price?

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