ExIRExIR 16711 bronze badge $endgroup$ 1 $begingroup$ Thanks for supporting, but does that signify theta pnl only partly offsets Gamma pnl rather than thoroughly even if implied vol = realized vol? Because assuming curiosity premiums are zero, there is not any other supply of earning money. $endgroup$ La agudeza sensorial https://louishnrwb.ltfblog.com/33033056/pnl-options