Suppose an options contract is entered into between two counterparties, one is a directional trader, the other is a volatility trader (taking no view on the direction of the underlying, but planning to delta-hedge the option to maturity). The directional trader has purchased an ATM call option, with a delta of 0.52 for $3, with a strike of $50. Suppose the underlying rises the next day by 1%. Approximately how much money will each of the traders have made (or lost) from this move?