Are classified as the calculations appropriate? I thought the netPnl need to be generally the exact same - whatever the valuation kind $begingroup$ For an alternative with price $C$, the P$&$L, with regard to variations with the underlying asset price tag $S$ and volatility $sigma$, is presented by "hitparade.ch - https://www.youtube.com/watch?v=qMmsQ4kKgY4