ExIRExIR 16711 bronze badge $endgroup$ one $begingroup$ Many thanks for assisting, but does that signify theta pnl only partly offsets Gamma pnl instead of fully even though implied vol = recognized vol? Due to the fact assuming interest prices are zero, there's no other source of building revenue. $endgroup$ Meanwhile https://cristianouybd.activosblog.com/33061387/5-simple-techniques-for-pnl