Same vol drop, different clocks

An option has vega 0.10. Implied volatility rises from 30% to 32%, everything else unchanged. About how much does the option's price change per share?

• +$2.00
• +0.20
• +0.10

You own a call. Implied volatility falls and the underlying doesn't move. What happens to your position?

• It loses, because a long option is long vega
• It gains, because lower volatility means less risk
• Nothing, unless the price moves