This evaluate will not account to the volatility σ from the fundamental asset. Unlike past inputs, volatility is circuitously observable from sector knowledge, but should in its place be computed in some model, primarily working with ATM implied volatility from the Black–Scholes product. Dispersion is proportional to volatility, so standardizing https://strike-price24577.blogocial.com/what-does-expiration-date-mean-63042997