This evaluate would not account to the volatility σ with the underlying asset. Not like preceding inputs, volatility is indirectly observable from marketplace details, but must as a substitute be computed in certain design, mostly applying ATM implied volatility from the Black–Scholes design. Dispersion is proportional to volatility, so standardizing https://out-of-the-money46790.blogthisbiz.com/32808209/option-strategy-for-dummies