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Cool. In case anyone is interested, I took a few readings during the day with the closest to the money calls in Tesla expiring tomorrow. Slow and steady withering of extrinsic.

Maybe I wasn't clear in my question. How often do option prices adjust for the passage of time. It is throughout the day or is more of a step function with each passing day?

The Black Scholes formula takes into account the number of days before expiration in its calculation for the decay of time value, but is it being calculated by discrete days or is it instantaneous? In other words, is the option value decaying throughout the day or only with each passing day...