Given the following data on S&P 500 Index options (SPX), which of the following statements is correct? Call Premium 410.3 Delta Gamma 0.5667 0.0004 Implied Volatility 0.22 VIX 23% a. If the S&P 500 index increases by 1 point, the call premium is expected to rise by $0.22 b. If the VIX increases from 23% to 24%, the call premium is expected to rise by $0.22 c. If the S&P 500 index increases by 1 point, the gamma of the call option is expected to rise by 0.0004 d. If the S&P 500 rises by 1 point, the option premium is expected to rise by $0.5667