You calcualted the Greeks of a put option on the S&P 500 index. The index value is 3748, volatility 23.37% per year, and interest rate 0.09% per year. The option's strike price is 3400 and time to expiration 0.25 years. You obtained the following results (rounded):

Put Premium = 47

Delta = -0.19

Gamma = 0.0006

Vega = 5

Theta = -0.93

Which of the following statements is CORRECT?

	a.	If the volatility of the index rises by 1% (from 23.37% to 24.37%) in the next instant, the option value will drop by $0.93
	b.	If one trading day passes and nothing else will change over that day, option price will become $52
	c.	For an instantaneous 1 point increase in the S&P 500 index, the put premium will increase by 19 cents
	d.	For an instantaneous 1 point move in the S&P 500 index, the Delta of this put option will decrease in absolute value to (0.19 - 0.0006) = 0.1894