You have a real issue. Shares are worth what someone will pay for them, no more, no less. With publicly held companies, the shares are "worth" what the market efficiently determines people will pay for them at any point in time.
If these were IBM Options at $50 and the stock was at $95 you could exercise the options and -- subject to any waiting time required in the option agreement (and possible other restrictions if you were a corporate officer) -- turn around and sell them and pocket the $45. The problem is there is no established market price for your company's shares. While they may be issuing shares at $30 to new investors, it is unclear what they really are worth. Perhaps the investors were duped. Or perhaps they are smart and getting a bargain.
If you buy them you'll likely have to hold them, probably a long time. My guess is that you would be severely restricted in your ability to sell them for months even after (and if) the company went public. The company likely has NO obligation to buy them back at any price, although sometimes you may have an obligation to offer them back to the company -- it depends on exactly what the stock option plan and agreement says. And there is not enogh involved for you to try to sell them to the same guy willing to pay $30.
Now some time down the road -- two weeks or two years or two decades from today -- the company could be bought or go public and the shares you could have got at $15 each may be worth $60 or $600 or $6000 each; or on the other hand the company may file for bankruptcy and they'd be worth zero. Or the company may languish for years, and in the meantime you may have bills to pay and stock that sits there.
It's your money and your risk. But don't buy with the hope you'd sell them out quickly at a profit.
