The 2-Minute Rule for pnl
ExIRExIR 16711 bronze badge $endgroup$ 1 $begingroup$ Thanks for serving to, but does that imply theta pnl only partly offsets Gamma pnl and not totally even though implied vol = recognized vol? Due to the fact assuming interest charges are zero, there isn't a other source of producing income. $endgroup$$begingroup$ I estimate every day pnl on the