NOT KNOWN FACTUAL STATEMENTS ABOUT PNL

In case you hedge each individual moment, You would not comprehend the total pnl in the more substantial SD moves however , you do capture the full pnl of your lesser intraday moves. Conversely, if you only hedge when daily, you will not notice the full pnl with the smaller intraday moves (like as part of your example) but you would in return under

On the other hand, the gamma PnL is paid to you on the side, not on the option quality, but within the trading actions within the underlying you execute your hedging account.Say that you choose to acquire an out of The cash selection and then the industry just dies. You then get noting but theta losses. They're going to add up to the high quality y