ExIRExIR 16711 bronze badge $endgroup$ one $begingroup$ Many thanks for helping, but does that necessarily mean theta pnl only partially offsets Gamma pnl instead of fully even if implied vol = understood vol? Since assuming fascination costs are zero, there isn't a other supply of creating money. $endgroup$ La agudeza https://connerfvhnu.blogcudinti.com/34188939/everything-about-pnl