Hey guys, lets say that you are holding front month at the money call option on a $50 NYSE stock during market hours worth $2. The stock moves to $50.75. How quickly will the options reprice to reflect the extra $.75? Minutes, seconds, hours, or possibly never? Just wondering how quickly options prices react to stock prices. Is it possible that your option will not fully reflect the extra .75?
Repricing of options is a fluid process. They can change even if the security does not move. In general every move of .02 you might see option change price or size of the bid/ask.