Adjusting a tested strangle

Use Worked example 9A.7: after the rally to 24,800, the strangle has delta −19.3, gamma −0.064, vega −₹975 per vol point and theta +₹904 per day per lot; after rolling the put up to 24,400 it has delta −9.7, gamma −0.091, vega −₹1,395, theta +₹1,294. The 24,000 put is worth 5.93 and the 24,400 put 44.16. (a) Compute the credit received for the roll, per lot. (b) Compute the percentage change in short gamma and in short vega. (c) Prove Proposition 9A.13 and use it to state when this roll is justified. (d) Why is a futures hedge of this delta impractical for a one-lot position?