A day in the life of a hedged option seller

A desk is short 10 lots of a 30-day Nifty call struck at 25,000, sold at implied vol 14%, $r=6\%$, spot 25,000 (so $\Gamma=0.00039354$ per unit). It is delta-hedged at the close each day. (a) Using (9.12), compute the desk's P&L in rupees for a day on which Nifty moves +1.0%, and for a day on which it moves −0.3%. (b) What daily move is the breakeven? Express it in Nifty points. (c) Why is the answer to (a) approximately the same for −1.0% as for +1.0%, and what neglected term would make them differ?