ExIRExIR 16711 bronze badge $endgroup$ 1 $begingroup$ Thanks for supporting, but does that imply theta pnl only partially offsets Gamma pnl rather than thoroughly although implied vol = understood vol? Simply because assuming interest premiums are zero, there isn't any other source of making dollars. $endgroup$ WillWill 13344 bronze badges https://manuelwdhlq.onzeblog.com/34118850/a-secret-weapon-for-pnl