Greatest Change in Delta with Stock Price Movement

ABC Inc. is evaluating its stock options strategy and is particularly interested in the 'Greeks' of its European call options. The company has options with a strike price of $50, expiring in six months, with the underlying stock currently trading at $55. The volatility of the stock is estimated at 25%, and the risk-free interest rate is 3% per annum. The options have a delta of 0.70 and a gamma of 0.05.

Which of the following changes in share price would most likely lead to the greatest change in the delta of the options?