Tend to be the calculations ideal? I thought the netPnl has to be often the same - regardless of the valuation kind $begingroup$ For an option with value $C$, the P$&$L, with regard to modifications of your fundamental asset price $S$ and volatility $sigma$, is presented by The above mentioned https://pnl34322.blogdon.net/the-fact-about-pnl-that-no-one-is-suggesting-50151182