Q2c. What are the vega values for each leg as well as the overall vega? (3 points) Q2d. Underlying moved up to $101 in one day. IV did not change for any leg. What is PnL due to delta, gamma and theta respectively (3 points)? Q2e. Underlying moved down to $95 in one day. IV goes up from 20% to 22% for the 50 delta put, from 25% to 29% for the 30 delta put, and from 30% to 36% for the former 10 delta put. What is the Pnl due to delta, gamma, theta and vega effect, and what is the overall total PnL? (3 points) Q2c. What are the vega values for each leg as well as the overall vega? (3 points) Q2d. Underlying moved up to $101 in one day. IV did not change for any leg. What is PnL due to delta, gamma and theta respectively (3 points)? Q2e. Underlying moved down to $95 in one day. IV goes up from 20% to 22% for the 50 delta put, from 25% to 29% for the 30 delta put, and from 30% to 36% for the former 10 delta put. What is the Pnl due to delta, gamma, theta and vega effect, and what is the overall total PnL? (3 points)