I recommend you and your mom both sit down together and tell him. Of course no father is going to be pleased to know his little
girl is pregnant. But after the shock and maybe some anger, if you decide to go through with having the baby, when you have it, that anger will pass. Once he can see his grandchild, he will learn to move past any negative :) he just wants to see you live your life and do everything you should. Lay it on him delicately, its gonna be hard for him. Good luck! It will be okay.
Trust me hes going to be mad but that phase moves on at the end hes going to be one happy "abuelo" :)
Have your mom sit down with you as you tell your dad? Or have mom tell him before you all sit down and talk so he's not in shock.