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I just wanted to follow up one last time and say that I've been tracking some options over the last 4 days, and the calculations I'm coming up with using the formulas and IB's values are pretty much spot on, give or take a penny, which is good enough for me. I think I have it worked out now. I...

Thank you again stepandfetchit. I'm sorry I didn't reply earlier, but I very much appreciate the information you have provided. I am also humbled, as I clearly see I still don't know nearly as much as I thought I did. haha I'm going to go over this more this week to better understand it...

Just a quick follow up...I started looking at deriving the IV and I came across the Black Scholes calculators online, and I found this one that allows me to set an expiration in days instead of years, so I used it. https://www.calkoo.com/en/black-scholes-option-pricing-model When I entered in...

Thanks stepandfetchit. I'm using Interactive Brokers as my platform. I can't speak to any accuracy of their IV numbers, so I have no idea how accurate they are. I'll try to find an authoritative source like CBoE to compare against. My Vega was not truncated at the time, it really was 0.01...

Thanks for the reply. I expect vol to move down as the underlying equity moves down in these, however, I thought I accounted for that with the difference in Imp Vol, but my numbers still don't seem to be coming out right for me.

Hi, I'm trying to understand the behavior of an options price, I feel it should have moved more than it has. I'm new here, and I have been trying to find the answer on my own, but all of the calculations I've done are coming out different than what is actually happening, so I'm a bit stuck. I...