pnl - An Overview
ExIRExIR 16711 bronze badge $endgroup$ 1 $begingroup$ Thanks for aiding, but does that necessarily mean theta pnl only partly offsets Gamma pnl and never fully even if implied vol = realized vol? For the reason that assuming interest prices are zero, there is no other source of generating revenue. $endgroup$Column 9: Impact of cancellation / Modifi