$ During the "work circumstance" you liquidate the portfolio at $t_1$ realising its PnL (allow me to simplify the notation a little) I am significantly interested in how the "cross-effects"* between delta and gamma are dealt with and would love to see a simple numerical example if which is probable. https://claytonremxj.blogocial.com/5-easy-facts-about-pnl-described-69831588