5 SIMPLE TECHNIQUES FOR PNL

$ Now you say $V_t$ is the risky asset. Extremely confusing. Edit the put up to help make this crystal very clear. We can think about precisely what is a PnL after we understand what we have invested in. $endgroup$Vega and Theta are sensetivities to volatility and time, respectively, so their contribution might be:Along with the incremental PnL of