Alternatively, the gamma PnL is paid to you around the side, not on the option quality, but in the trading activities in the underlying you execute your hedging account.In financial commitment banking, PnL defined (also referred to as P&L explain, P&L attribution or income and reduction described) can be an earnings assertion with commentary that c

In the event you hedge every moment, you wouldn't notice the entire pnl with the larger sized SD moves but you do capture the total pnl of your more compact intraday moves. Conversely, if you only hedge the moment each day, you will not recognize the entire pnl through the smaller intraday moves (like as part of your example) but you should in retu