Pricing via Vega-vol graph

Quantitative Finance

The stock is trading at 50. For the 55 strike, suppose that we are given the graph of option's vega against volatility. The option has a volatility of 10.

What is the price of the 55 put?

5

\int_0^{10} \nu \, d vol

5 + \int_0^{5} \nu \, d vol

5 + \int_0^{10} \nu \, d vol

10 + \int_0^{5} \nu \, d vol

10 + \int_0^{10} \nu \, d vol

Not enough information