This evaluate doesn't account to the volatility σ on the underlying asset. In contrast to prior inputs, volatility is circuitously observable from industry data, but need to rather be computed in certain model, primarily working with ATM implied volatility during the Black–Scholes model. Dispersion is proportional to volatility, so standardizing https://calloption91356.affiliatblogger.com/79101475/the-greatest-guide-to-strike-price