ExIRExIR 16711 bronze badge $endgroup$ one $begingroup$ Many thanks for supporting, but does that suggest theta pnl only partly offsets Gamma pnl rather than thoroughly even when implied vol = realized vol? Simply because assuming fascination costs are zero, there isn't any other supply of earning dollars. $endgroup$ La mente https://chancevchko.jts-blog.com/33065510/not-known-details-about-pnl