This evaluate would not account to the volatility σ of your fundamental asset. Unlike previous inputs, volatility is not directly observable from market knowledge, but should instead be computed in some product, largely working with ATM implied volatility within the Black–Scholes model. Dispersion is proportional to volatility, so standardizing by https://angeloifcdv.webdesign96.com/27427657/rumored-buzz-on-option-strategy