How Much You Need To Expect You'll Pay For A Good pnl
$begingroup$ I am not sure That which you indicate by "cross" results - the sole correlation is that they both are features with the alter in fundamental ($Delta S$)Vega and Theta are sensetivities to volatility and time, respectively, so their contribution could well be:$begingroup$ For an option with value $C$, the P$&$L, with respect to alterati