$ Within the "work case" you liquidate the portfolio at $t_1$ realising its PnL (allow me to simplify the notation a tad) In the meantime it's the stop with the working day and time for Trader B to hedge, but he has absolutely nothing to delta-hedge since the inventory is https://raymondplcrf.blogprodesign.com/55434164/not-known-factual-statements-about-pnl