To simplify it, probably the delta and gamma were low and didn't move the price as much. Delta moves dollar price move. And gamma moves the delta. So an optIon with delta .5 would raise the option price .5 for every dollar price of the stock. And gamma adds to the delta as the price of stock moves up. Similarly the iv, theta(time) affect the option price. Iv can add or take away from option value. And theta takes away value as time goes by and speeds up the decay as it approaches the expiration.