The Fact About pnl That No One Is Suggesting
ExIRExIR 16711 bronze badge $endgroup$ 1 $begingroup$ Thanks for assisting, but does that suggest theta pnl only partially offsets Gamma pnl instead of fully even when implied vol = understood vol? Because assuming curiosity charges are zero, there is not any other supply of creating cash. $endgroup$$begingroup$ Assuming that you are Doing work for