I am in the Apple August 135 calls (APVHG's) and today during a major portion of the day they were up a net more than the underlying stock. Example they were showing up 1.10 with prints going off actively on the bid, meanwhile the stock was up 1.00. The delta on the option is listed as .62 and it is only like 3.90 in the money. Also yesterday I noticed that stock went to 139.98 and the APVHG option was trading at 10.50, today when the stock got to 139.14 the option was trading at 10.50. I would expect that time value eroding away would have created the opposite effect. I understand volatility value increasing, but it seems unlikely to create that sort of price change. I use a Reuters realtime quote package and even checked the prices off some other quote packages, as it seemed so strange. What am I missing?