The Fact About pnl That No One Is Suggesting
ExIRExIR 16711 bronze badge $endgroup$ 1 $begingroup$ Many thanks for supporting, but does that suggest theta pnl only partly offsets Gamma pnl and not fully regardless of whether implied vol = understood vol? Because assuming interest prices are zero, there is no other supply of producing revenue. $endgroup$However, the existence of major autocorr