This evaluate won't account for that volatility σ with the fundamental asset. Contrary to past inputs, volatility is indirectly observable from sector details, but must in its place be computed in some product, generally making use of ATM implied volatility within the Black–Scholes design. Dispersion is proportional to volatility, so https://in-the-money41604.activosblog.com/26553553/top-guidelines-of-option-chain