. The thin lines on each of the four plots below are exactly the same, and show the evolution of the price of the underlying asset. The right-hand axes show this price. t=0 denotes the day when an option written on this underlying was purchased, and t=252 denotes the day when the option matured. Was the option a call or a put? Can you identify which thick line shows the evolution of:

1. the price of the option
2. the delta of the option
3. the gamma of the option
4. the theta of the option.

If you think the graphs do not provide sufficient information for an answer, please explain why. Explanations very important, and NOT simply on pointing to which line is which, or saying that we cant tell.

Spoi price (TIS) ran throw Spot price (ths) Trading days 189 2 52 0 63 Trading days 150 189 2 52 126 0 63 126 D. Spot price (rhs) Spot price (rhs) W + Mwim Yampon 0 Trading days 63 126 Trading days 189252 189 252 0 63 126 Spoi price (TIS) ran throw Spot price (ths) Trading days 189 2 52 0 63 Trading days 150 189 2 52 126 0 63 126 D. Spot price (rhs) Spot price (rhs) W + Mwim Yampon 0 Trading days 63 126 Trading days 189252 189 252 0 63 126