DETAILS, FICTION AND PNL

In this case, once we evaluate vol in smaller sized thirty min increments, we can see it is actually substantially unique than vol measured on close to shut prices. The two traders purchase the straddle over a one vol for example, who do you're thinking that could well be greater off? The person who hedges several occasions each day or the person w

ExIRExIR 16711 bronze badge $endgroup$ one $begingroup$ Many thanks for serving to, but does that signify theta pnl only partly offsets Gamma pnl rather than entirely whether or not implied vol = recognized vol? Due to the fact assuming fascination costs are zero, there is absolutely no other source of earning revenue. $endgroup$Having said that, t