Tend to be the calculations appropriate? I believed the netPnl must be constantly the identical - regardless of the valuation type $begingroup$ For an option with value $C$, the P$&$L, with regard to variations on the fundamental asset price $S$ and volatility $sigma$, is provided by You may as well https://angeloxbegj.kylieblog.com/34639336/the-smart-trick-of-pnl-that-nobody-is-discussing