This measure would not account for that volatility σ with the underlying asset. As opposed to previous inputs, volatility is in a roundabout way observable from market place data, but should instead be computed in certain design, largely utilizing ATM implied volatility while in the Black–Scholes model. Dispersion is proportional https://optionchain80134.prublogger.com/26677592/top-latest-five-in-the-money-urban-news