$ In the "function circumstance" you liquidate the portfolio at $t_1$ realising its PnL (let me simplify the notation a tad) In the meantime it is the stop with the working day and time for Trader B to hedge, but he has nothing to delta-hedge since the inventory is 100 https://remingtonxunft.blogdomago.com/32984730/examine-this-report-on-pnl