This evaluate isn't going to account for your volatility σ of the fundamental asset. Not like prior inputs, volatility is not directly observable from marketplace details, but should in its place be computed in a few product, mainly making use of ATM implied volatility inside the Black–Scholes design. Dispersion is https://out-of-the-money49846.educationalimpactblog.com/49181958/rumored-buzz-on-option-strategy