This evaluate isn't going to account for your volatility σ with the underlying asset. Unlike earlier inputs, volatility is not directly observable from marketplace facts, but have to alternatively be computed in certain model, principally utilizing ATM implied volatility in the Black–Scholes design. Dispersion is proportional to volatility, so standardizing https://option-chain05937.csublogs.com/32873553/top-latest-five-option-strategy-urban-news