Options Trading, Options Greeks, Volatility Trading, Moontower, Black Scholes Model.
$2 or about 4% but look how the vega of the options at nearly every strike increased. This is intuitive. If you double the vol then a strike that used to be 1 standard deviation away is now 1/2 a standard deviation away. All the OTM deltas are creeping closer to .50 while of course, the .50 delta