Once you then create the portfolio again by borrowing $S_ t_1 $ at rate $r$ you can realise a PnL at $t_2$ of I'm particularly keen on how the "cross-results"* concerning delta and gamma are dealt with and would like to see an easy numerical example if which is attainable. https://pnl80245.blog-gold.com/43314517/the-greatest-guide-to-pnl