ExIRExIR 16711 bronze badge $endgroup$ 1 $begingroup$ Many thanks for helping, but does that imply theta pnl only partially offsets Gamma pnl and not absolutely regardless of whether implied vol = understood vol? Since assuming curiosity rates are zero, there's no other supply of building revenue. $endgroup$ La mente y https://sergiopuwzc.thelateblog.com/34583900/pnl-options