5 SIMPLE STATEMENTS ABOUT PNL EXPLAINED

ExIRExIR 16711 bronze badge $endgroup$ one $begingroup$ Many thanks for supporting, but does that mean theta pnl only partially offsets Gamma pnl instead of thoroughly even if implied vol = understood vol? Since assuming interest charges are zero, there isn't a other source of producing funds. $endgroup$$begingroup$ For an alternative with rate $C$