I have a quick question. I was analyzing SPX 1170 Feb Call trading at $5.60-6.00 and learned that delta on this call is around 0.3. Theta is -0.35. In other words presumably if SPX gains 7 points in one day then one should expect call price to move $2.10 (7 x 0.3) -0.35(theta)=$1.75. By looking at Friday close price we see that it closed @6 up only 60 cents, although SPX moved up 7 points. Where did all the difference go to? I understand that there are also gamma and vega but from what I see they should have contributed on the up side.