ExIRExIR 16711 bronze badge $endgroup$ 1 $begingroup$ Many thanks for helping, but does that imply theta pnl only partly offsets Gamma pnl instead of completely even when implied vol = recognized vol? Since assuming interest charges are zero, there isn't any other source of making revenue. $endgroup$ $begingroup$ I estimate https://jeffreymquxz.articlesblogger.com/56572475/a-secret-weapon-for-pnl