EXAMINE THIS REPORT ON PNL

the recognized chance things are in truth ample to materially make clear the predicted value adjust with the posture and, if (two) the versions accustomed to compute sensitivities to these threat aspects are proper.Say that you simply buy an away from the money option and afterwards the market just dies. You then get noting but theta losses. They m

If you hedge every minute, You would not comprehend the entire pnl of your larger sized SD moves however you do seize the total pnl with the smaller intraday moves. Conversely, if You simply hedge at the time on a daily basis, you will not comprehend the full pnl from the more compact intraday moves (like inside your case in point) but you'd probab