ExIRExIR 16711 bronze badge $endgroup$ one $begingroup$ Many thanks for supporting, but does that signify theta pnl only partially offsets Gamma pnl rather than entirely although implied vol = understood vol? Because assuming interest rates are zero, there isn't any other source of generating cash. $endgroup$ La agudeza sensorial se https://pnl22870.blogkoo.com/little-known-facts-about-pnl-53470335