Under normal circumstances, the answer is yes. The time value of options during non-trading hours elapses. It depends on your own definition, and it will eventually be reflected in the volatility.

Assuming the simplest assumption is that the underlying will never jump short, then if we think that non-trading time will pass, we use calendar days to calculate it. Since the underlying will never jump short, there will be a jump in the implied volatility. , the loss on Vega is exactly equal to the Theta you received. If we think that non-trading time will not pass, then it is calculated using the trading day, the implied volatility remains unchanged, and there is no profit or loss on Vega and Theta. Assuming that there will be a gap in the target, then it is the profit and loss of Vega, Gamma and Theta, but this profit and loss is an expectation, and it is meaningless to look at it just once.

Many volatility estimates include estimates of gap items, such as GK, YangZhang, etc. You can count the proportion of gap items (variance ratio) of different varieties.