Question 6: Assume S = $62.50, o=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? Question 6: Assume S = $62.50, o=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