options: intraday pricing with greeks

I'm excluding Theta effect in intra-day option pricing here (although time value erosion should be continuous in theory)

Time1
         Delta        Vega         
         0.5            0.2
         PU           IV              Option Mkt P         
         163.34     47.86         8.625

Time2
         162.5      47.05         8.05
         ============
         -0.42      -0.162        8.043

Note 8.043 is very close to 8.05. Experience shows this to be true in general for small underlyer price changes.