This evaluate isn't going to account with the volatility σ of the underlying asset. Compared with previous inputs, volatility is in a roundabout way observable from sector details, but ought to alternatively be computed in certain model, mostly applying ATM implied volatility in the Black–Scholes model. Dispersion is proportional to https://dallasvzacz.newsbloger.com/27453743/getting-my-call-option-to-work