ExIRExIR 16711 bronze badge $endgroup$ 1 $begingroup$ Many thanks for aiding, but does that imply theta pnl only partially offsets Gamma pnl and not fully even when implied vol = realized vol? For the reason that assuming fascination prices are zero, there isn't any other supply of building income. $endgroup$ https://beauqhwls.qowap.com/93256812/the-smart-trick-of-pnl-that-nobody-is-discussing