Vanilla option pricing at different points in time

Question

Let $C(t) = C(t; S,K,T)$ the price at time $t$ of a plain vanilla call option with maturity $T$ and strike $K$ on an underlying $S$; if for $t_1<t_2$ we have $C(t_1) > C(t_2)$, it could not be true that (choose the correct answer):

1. The value of $S$ has declined ($S_{t_1} > S_{t_2}$);
2. The volatility of $S$ has significantly increased;
3. The owner of a short position on this contract is making more money than if the position were naked (no long position on $S$ too);
4. The contract is now more in-the-money;
5. If a Value-at-Risk $X$ with confidence interval $\alpha$ were forecasted in the time horizon from $t_1$ to $t_2$ for a long position on this contract, then a risk manager expected that $C(t_2) - C(t_1) > X$ with probability $\alpha$.

My thoughts:

1. Price decreases, stock decreases: it can be true;

2. Other things being equal, a significant increase in the volatility would cause a significant increase of the price of the call (going against $C(t_1) > C(t_2)$). However, movements in volatility can always be counterbalanced by movements in the underlying, resulting in a decrease of the price of the stock: it can be true;

3. if the price of the call decreases and you went short, you are making money: it can be true;
4. as said before, movements in the stock can always be counterbalanced by movements in volatility: it can be true;
5. This cannot be true: it is going against the definition of VaR, which states that the loss cannot be greater than a specific value given a confidence interval