ExIRExIR 16711 bronze badge $endgroup$ 1 $begingroup$ Thanks for assisting, but does that imply theta pnl only partly offsets Gamma pnl and not totally even though implied vol = realized vol? Mainly because assuming curiosity prices are zero, there isn't any other supply of building income. $endgroup$ $begingroup$ For an https://cesarigtcu.idblogz.com/34576034/the-greatest-guide-to-pnl