Don't you hate when the market maker does not move the price even as the underlying moves? This is the problem when trading OTM, short-term options.
What was the underlying, how much did the underlying price move by, and what were greeks? Are you sure impact on option price from changes in IV or theta didn't counteract the impact from underlying price move?
I do not think those greek would change that fast. I am now looking at July 7 and it was the same. Underlying moves, option prices not. I d a market order and I get out with a small gain, even as I should have just broken even. I did not do screenshots but those would have given a better picture. OK, here it is..The price was moving 14 cents, the options nada but this could be just Schwab (POS software)
Likely related to lack of liquidity. B/A spread is high VS mark (.15/.475 31% currently). -- Seems to result in more sluggish movement for the option price. -- Just an observation. -- Like slack in your tractor's steering wheel. > 1/4 turn gets problematic to plow straight rows.
The real problem is your trading options with literally no volume. Compare this to DOCU 300c that expired today. Even that went up from 0.2700 - 1.0900. There wasn't even the slightest possibility the underlying price will reach the strike today.
Did you watch the Big Short? He was long puts on the mortgages and when the mortgages dropped substantially the puts actually also dropped a bit. The market makers tried to squeeze him out of his position knowing that he couldn't hang on much longer. Very good movie.