THE SMART TRICK OF PNL THAT NO ONE IS DISCUSSING

The smart Trick of pnl That No One is Discussing

ExIRExIR 16711 bronze badge $endgroup$ one $begingroup$ Many thanks for helping, but does that imply theta pnl only partially offsets Gamma pnl and never absolutely regardless of whether implied vol = realized vol? Simply because assuming fascination premiums are zero, there is not any other source of producing funds. $endgroup$$begingroup$ I estim

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