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:

a.)the price of the option

b.)the delta of the option

c.)the gamma of the option

d.)the theta of the option.

Explain. If you think the graphs do not provide sufficient information for an answer, please explain why.