THE BEST SIDE OF PNL

ExIRExIR 16711 bronze badge $endgroup$ 1 $begingroup$ Thanks for helping, but does that mean theta pnl only partly offsets Gamma pnl rather than completely whether or not implied vol = realized vol? Simply because assuming fascination premiums are zero, there is no other supply of generating funds. $endgroup$WillWill 13344 bronze badges $endgroup$