This evaluate isn't going to account for your volatility σ of your fundamental asset. As opposed to past inputs, volatility is circuitously observable from current market knowledge, but have to alternatively be computed in a few model, generally applying ATM implied volatility from the Black–Scholes design. Dispersion is proportional to https://andersonnpprp.activosblog.com/26564223/an-unbiased-view-of-in-the-money