THE ULTIMATE GUIDE TO PNL

Then again, the gamma PnL is paid out for you on the side, not on the option top quality, but from the buying and selling pursuits from the fundamental you perform your hedging account.For making The 2 approaches equivalent it is best to think of investing/borrowing $PnL_1$ at charge $r$ to make sure that it stays within the method until $t_2,.$ At