If the delta on the AAPL March 27 130.00 calls is 0.13 (according to the Nasdaq site) why did the calls only increase buy $0.02 while AAPL is up $1.35? Shouldn't the calls have increased by about $0.15? On Friday the calls closed at $0.25 and are up only $0.02 as of now.
It can't be time decay - it's been only 3 hours trading time, with 4 1/2 days to go. I'm sure the weekends get exclude from the delta calculation.
Right now, the delta is around .17 but the theta is around .09. Then add in the weekend which has some value from uncertainly.
OK ..... I see now. I didn't include Theta, which according to Nasdaq was -0.07. That now brings the end result to an acceptable figure.