I use thinkorswim software. Is is possible to figure out how much of a one day price move in an option was due to delta and how much was due to vega?

I don't believe you can do it by simply looking at the option price. However, if you compare yesterday's implied vol with today's, you can calculate the effect of vega. I know that's not a great solution - unless you have ready access to yesterday's data. As an alternative, compare the two deltas, take the average and multiply by the movement in the underlying. That's a good estimate for the delta component. Don't forget to subtract a days worth of theta. It's a very good question and I bet the folks at TOS would try to provide a good answer. Mark

Here's what you need to do. Calculate the implied volatility of your option at the close on day 1. Then, using that volatility, calculate the theoretical price of the option using the closing price of the underlying on the second day. Don't forget to subtract 1 day from "days remaining until expiration" on day 2. The difference between the actual closing price of your option on day 2 and the theoretical price of your option on day 2 represents the effect of vega. I don't know if you can do this on TOS but it's a simple calculation you can do using any one of 10,000 option calculators freely available on the internet.