Assume S = $33.00,σ = 0.32,r = 0.06,div = 0.01.You short 100 $35 strike puts at 68 days until expiration.Under a delta hedge position,what is your overnight profit/loss if the stock rises to $34.50? Assume no cost to short stock.

Name: Assume S = $33.00,σ = 0.32,r = 0.06,div = 0.01.You short 100 $35 strike puts at 68 days until expiration.Under a delta hedge position,what is your overnight profit/loss if the stock rises to $34.50? Assume no cost to short stock.
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The Answer is D