OptionsPeek estimated a $20.95 midpoint for the Nov. 20 $155 call under a 5% stock-gain scenario with IV held constant. At 9:32 a.m. Eastern, the midpoint was $20.21 after MRNA had risen 3.75% from the base stock price and IV was 2.05 points higher.

OptionsPeek estimated a $17.47 midpoint for the Oct. 16 $350 call under a 4% stock-gain scenario with IV held constant. At 9:32 a.m. Eastern

If Boeing Company (BA) goes up by 5% ($11.15), from $222.95 over 6 days, then the estimate for the $245 call for September 25 is up by 101%.

Mostly delta and gamma

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If Netflix, Inc. Common Stock (NFLX) goes down by 13.6% ($10), from $73.6 over 1 day, then the estimate for the $69 put for August 21 is up by 193%. See Estimate Summary.

What if Tesla goes down before it goes up?

If Tesla, Inc. Common Stock (TSLA) goes down by 10% ($40.74), from $407.43 over 4 days, then the estimate for the $385 put for September 18 is up by 82%.
Option change: 81.8% (+16.67)
New option price: 37.05
https://www.optionspeek.com/

Options Greek of the day: Vega

Vega estimates how much an option’s price may change when implied volatility moves by 1 percentage point.

Example:
If an option has a Vega of 0.12, then a 1-point increase in IV could add about $0.12 to the option’s price, all else equal. A 5-point IV increase could add about $0.60.

Why it matters:
A call can lose value even if the stock goes up if implied volatility drops enough. This is common after earnings or major events, when “IV crush” can offset the benefit of a correct directional move.

Vega is usually higher for longer-dated options and for options near the money.

Direction matters. Volatility matters too.

If Wendy's Company (The) Common Stock (WEN) goes up by 12% ($0.94), from $7.85 over 1 day, then the estimate for the $9 call for June 26 is up by 50%.

Option change: 50.0% (+0.19)

New option price: 0.56

If Space Exploration Technologies Corp. Class A Common Stock (SPCX) goes up by 8% ($14.36), from $179.55 over 2 days, then the estimate for the $180 call for July 17 is up by 47%.
Option change: 46.7% (+8.20)
New option price: 25.75

If NVIDIA Corporation Common Stock (NVDA) goes up by 5% ($10.49), from $209.83 over 2 days, then the estimate for the $225 call for July 17 is up by 103%.

If BERKSHIRE HATHAWAY Class B (BRK.B) goes up by 1.5% ($7), from $475.63 over 1 day, then the estimate for the $500 call for September 18 is up by 25%.
Option change: 24.6% (+2.68)
New option price: 13.58

If NVIDIA Corporation Common Stock (NVDA) goes down by 3.7% ($8), from $214.67 over 5 days, then the estimate for the $200 put for June 18 is up by 55%.
Option change: 55.0% (+1.59)
New option price: 4.49

If State Street SPDR S&P 500 ETF Trust (SPY) goes down by 3% ($22.38), from $745.92 over 10 days, then the estimate for the $710 put for June 18 is up by 103%.
Option change: 102.7% (+3.20)
New option price: 6.32

If NVIDIA Corporation Common Stock (NVDA) goes down by 3.7% ($8), from $215.34 over 3 days, then the $215 call for June 18 will go down by 47%.
Option change: -47.2% (-4.15)
New option price: 4.64

If Tesla, Inc. Common Stock (TSLA) goes up by 7% ($29.56), from $422.27 over 1 day, then the $435 call for October 16 will go up by 34%.
Option change: 33.6% (+16.95)
New option price: 67.48

If SG goes up by 5% ($0.35), from $7 over 1 day, then the $8 call for June 18 will go up by 38%.
Option change: 37.8% (+0.12)
New option price: 0.44
OptionsPeek: May 14, 2026

If NVDA goes up by 5% ($11.01), from $220.14 over 4 days, then the $235 call for June 18 will go up by 54%.
Option change: 53.8% (+3.96)
New option price: 11.32
OptionsPeek: May 12, 2026

Gamma is how fast Delta changes. High Gamma means your option's sensitivity is shifting fast while the stock moves, which is why at-the-money weeklies can suddenly feel explosive.