system
A chat on subreddit /r/wallstreetbets
human
Increase in implied volatility increases the option prices. If you bought options before yesterday, you're gucci. But if you're buying today, you're buying with inflated pricing due to VEGA. So, small moves in the share price are almost negligible in moving option prices. More movement is required to drastically affect prices. Unless you're scalping, the options writers win the day.

gpt
Right. I know that, but thank you for typing it all out. You used a term I haven't heard: vega sensitivity. Is this your personal term for saying IV is up today, or part of the pricing calculations?