A risk analyst at a derivatives trading firm is estimating the VaR of several options positions. The analyst considers using the delta-normal model for these estimates, but acknowledges this model has limitations that could make its application less suitable under certain situations. The analyst focuses on the following positions in options on stock LCO:

| Option | Type | Strike price (USD) |

|--------|------|--------------------|

| A | Call | 75 |

| B | Call | 80 |

| C | Put | 80 |

| D | Put | 95 |

The current price of stock LCO is USD 79, and all four options expire in exactly 1 month. For which of these positions would delta-normal VaR best reflect its risk?