It's hard to tell exactly without full quotes before and after, but one thing I see is that Vega is change in price per absolute change in implied vol, not relative change in implied vol. I see that the implied vol went from about 43% to 40%, for a vol change of -3%. So the change due to volatility change would be
(0.3)*(-3) = -0.9, not
You should also use the delta and gamma from 10/23, not the average delta and gamma.
i would appreciate if you can elaborate more on your previous answer (absolute change in implied vol, not relative change in implied vol), and if i should look for the imp. volatility somewhere else as i am looking on the underlying stock(TSLA) daily 1 year chart.
Implied volatility is not calculated from the historical change in stock price. It is back-calculated from market prices of various options. Each strike and expiry will have a different implied volatility, which results in a volatility surface. To price an option, you find the implied volatility from that surface that matches the strike and tenor of your option.
I have an excel sheet that calculates implied volatility from option price and other inputs (you can find sheets online that will do this). By my calculations, IV for that option went from about 43% to 40%, or a 3% drop when using it to estimate price change due to vega.