This measure would not account for your volatility σ on the fundamental asset. Unlike prior inputs, volatility is indirectly observable from current market details, but must instead be computed in some design, mostly making use of ATM implied volatility inside the Black–Scholes design. Dispersion is proportional to volatility, so standardizing https://expiration-date71603.digitollblog.com/26791949/top-guidelines-of-call-option