The sensitivity of an option's price to a 1% change in volatility is measured by its Vega, multiplied by 0.01. The formula for Vega is: $\\nu = S \\times \\sqrt{T} \\times N'(d_1)$. Given $N(d_1) = 0.3311$, we find the standard normal inverse (z-score) is $d_1 \\approx -0.437$. The probability density function value is $N'(d_1) = \\frac{1}{\\sqrt{2\\pi}} e^{-d_1^2 / 2} \\approx 0.3626$. Time to maturity in years $T = \\frac{120}{365} \\approx 0.3288$, so $\\sqrt{T} \\approx 0.5734$. Calculating Vega: $68.30 \times 0.5734 \times 0.3626 \approx 14.198$. A 1$14.19`8 \times 0.01 \approx 0.1420$. Option A (0.1424) is the closest approximation.