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IBM stock currently sells for 92 dollars per share. Over 3 months the price will either go up by 9.5 percent or down by 6.0

IBM stock currently sells for 92 dollars per share. Over 3 months the price will either go up by 9.5 percent or down by 6.0 percent. The risk-free rate of interest is 3.5 percent continuously compounded. What is the delta of a put option with strike price 89 and maturity of3 months?

0.82328

0.17672

0.17672

0.82328

0.21038

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