Suppose that the gamma of a delta-neutral portfolio of options on an asset is +11,000. What would be the impact on the portfolio of a sudden jump of +3 or -3 in the price of the asset (without any time passing).

		+49,500 and -20,000
		+49,500 and +20,000
		-49,500 and +49,500
		+49,500 and +49,500
		-20,000 and +20,000