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How pnl can Save You Time, Stress, and Money.

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ExIRExIR 16711 bronze badge $endgroup$ one $begingroup$ Many thanks for supporting, but does that suggest theta pnl only partially offsets Gamma pnl and not totally regardless of whether implied vol = recognized vol? Due to the fact assuming curiosity rates are zero, there isn't any other supply of building dollars. https://www.youtube.com/watch?v=qMmsQ4kKgY4

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