erix9000

when call option price increase, the value of call option decease.

Since Call option price = Option Free Bond-Value of call option

While put option price=Option free bond+value of put option


Option price and value of option are different means.

erix9000

 Detail reason:

Greater volatility in the value of an asset or interest rate underlying an option contract increases the values of both puts and calls (and caps and floors). The reason is that options are “one-sided.” Since an option’s value falls no lower than zero when it expires out of the money, the increased upside potential (with no greater downside risk) from increased volatility, increases the option’s value