The value of certain fund (which is essentially a long position in a certain index) is basically 1,000,000x INDEX. Now the manager contemplates adding some options on the index to make his fund delta-neutral. There are two options available with the following characteristics: Option 1 with price currently 10.30 has a delta of 0.6151 and Option 2 with current price 6.06 and delta of 0.4365. Which option should he use?