Pinnacle Securities' options desk has the following risk-theoretical P&L attribution for a day when the S&P 500 rose 1.5%: Delta P&L = +$4.2M, Gamma P&L = +$0.8M, Vega P&L = -$0.3M, Theta P&L = -$0.2M. The actual P&L was +$5.8M. Under the FRTB P&L attribution framework, the unexplained P&L is: