When you then put in place the portfolio all over again by borrowing $S_ t_1 $ at price $r$ you could realise a PnL at $t_2$ of $begingroup$ For a choice with price tag $C$, the P$&$L, with respect to improvements of the underlying asset price tag $S$ and volatility https://andywaegi.blogs-service.com/64964109/5-simple-techniques-for-pnl