This measure won't account for your volatility σ on the fundamental asset. Contrary to earlier inputs, volatility is not directly observable from market data, but need to as a substitute be computed in certain model, mainly making use of ATM implied volatility in the Black–Scholes design. Dispersion is proportional to https://expiration-date94946.designertoblog.com/58352415/top-latest-five-option-strategy-urban-news