Please clarify this simple point. You take a position on an option or several options. You then have an exposure to the underlying price, implied vol and time decay (lets ignore interest rates). As those 3 factors go up and down your option price changes. So, to calculate your net PnL from the position, can you just add up how must money you made/lost on each of the 3? Is this equivalent to adding up net change in delta + gamma + vega + theta? I've seen the PnL of traders' books split up into rates + vol + theta + new deals and am trying to figure out if that's what they're doing. Thanks!