The Fact About pnl That No One Is Suggesting
ExIRExIR 16711 bronze badge $endgroup$ one $begingroup$ Many thanks for supporting, but does that suggest theta pnl only partly offsets Gamma pnl and never entirely regardless of whether implied vol = recognized vol? For the reason that assuming fascination costs are zero, there isn't any other supply of producing funds. $endgroup$I am significantl