THE PNL DIARIES

$ Within the "do the job circumstance" you liquidate the portfolio at $t_1$ realising its PnL (let me simplify the notation somewhat)Vega and Theta are sensetivities to volatility and time, respectively, so their contribution might be:$begingroup$ For a choice with value $C$, the P$&$L, with respect to adjustments on the fundamental asset price tag