You bought a call option on IBM for $$6.$ IBM was trading at $$150.$ Then you observed the price of your call option again when IBM was at $151$ and it was $$6\mathrm{.}2.$ After a few moments IBM was at $152$ and your call option price was $$6\mathrm{.}42.$

What must have been the delta and gamma of your option?

a$.$ delta $=0,$ gamma $=0\mathrm{.}02$

b$.$ delta $=0\mathrm{.}2,$ gamma $=0\mathrm{.}01$

c$.$ delta $=-0\mathrm{.}2,$ gamma $=0\mathrm{.}02$

d$.$ delta $=0,$ gamma $=0$