ExIRExIR 16711 bronze badge $endgroup$ 1 $begingroup$ Thanks for helping, but does that mean theta pnl only partly offsets Gamma pnl rather than completely regardless of whether implied vol = understood vol? For the reason that assuming interest prices are zero, there's no other source of making revenue. $endgroup$ Column https://sethelpux.blogginaway.com/34724236/the-single-best-strategy-to-use-for-pnl