Does anyone know of any nice source where I can see what "exactly" explains the daily change in an options price, when the underlying price moves and underlying implied vol moves.

Options on what, and what are you trying to explain. Generally there are 3 methods: Taylor Series (where you get exposed to non-linearities), overlay (where you explain 100% of the P&L but don't see the non- linearities known casually as bumped) and bump and reset where you reset each parameter.Have seen some stuff where Theta has been broken up into the gamma component and a time component. Also seen some royal stuffing up around dividend curves etc.If that is what you are looking for I have a high-level introductory paper somewhere that explains some of these concepts. PM me if you want a copy.

there is a decent section on risk management in the third piterbarg book. generally speaking for options, your pnl decomp is obviously model dependent.can you send me your paper too rmax please?mtsm.np@gmail.comthanks

Hi Rmax, I'm interested as well in your paper --> could you send it at rockinsquat-forever@hotmail.com ? Thx a lot

Sent.

Hi Max, sorry to be a pain but if you get a chance I would be grateful if you could forward me a copy of your document.loadofcobblers@hotmail.comMany thanks in advance

May I have a copy too? chenjie328@gmail.comMany thanks!

Sent.Note - I can only send this via e-mail. No e-mail means no paper.

Hi rmaxCan you pls send one more time paper to michalseneca@gmail.com Thanks

Might you send me a copy of the paper too please?tom.chau@live.com

Hi Rmaxappreciate if i could have a read of your paper also.andrewchung83@gmail.comThanksA

Hello Rmaxappreciate if i could have a read of your paper also.avery36@gmail.comThanks in Advance