ExIRExIR 16711 bronze badge $endgroup$ one $begingroup$ Thanks for supporting, but does that necessarily mean theta pnl only partly offsets Gamma pnl and never completely even though implied vol = realized vol? Because assuming interest fees are zero, there is no other supply of producing cash. $endgroup$ $begingroup$ I estimate https://paxtondwkhu.diowebhost.com/89056886/5-simple-techniques-for-pnl