Today is June 1st and a share of Facebook stock is trading for $325. Exactly one month ago, you bought an American call option on Facebook stock with a strike price of $330 and expiration of Nov 1st. When you bought the option the implied volatility for this option was 28% and the stock price was $335. If the implied volatility changed to 40%, by how much did your option change in value from the time you bought it until today? Assume that the risk-free rate stayed flat at 5% (continuously compounded). To value the option use the BSM formula. 2.22 O 1.20 d 4.97 8.18 O 10.88