Estimate the "Theta" of the following option. Assume that there are 252 days in a trading year and thus exactly 6-months until expiration means 126 trading days until expiration.

The option is a call option.

The stock is trading at $1,000.

The option has exactly 6-months until expiration.

The option strike price is $1,050.

The risk-free rate is 3%.

The stock pays no dividends.

Our best estimate of the stock's volatility is 40% annualized.

Group of answer choices

$.3322

-$.3322

$.4975

-$.4975

$.6278

-$.6278

$1.11

-$1.11