Assume S = $56.00,σ = 0.45,r = 0.05,div = 0.0,on a $55 strike call and 45 days until expiration.Given delta = 0.6253,gamma = 0.0735,and theta = -0.0253,what is the approximate change in call price over 1 day,all else being the same?

Name: Assume S = $56.00,σ = 0.45,r = 0.05,div = 0.0,on a $55 strike call and 45 days until expiration.Given delta = 0.6253,gamma = 0.0735,and theta = -0.0253,what is the approximate change in call price over 1 day,all else being the same?
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The Answer is A