This evaluate isn't going to account for your volatility σ on the fundamental asset. Unlike earlier inputs, volatility is indirectly observable from sector data, but must as a substitute be computed in a few design, largely utilizing ATM implied volatility inside the Black–Scholes product. Dispersion is proportional to volatility, so https://out-of-the-money15827.fare-blog.com/27063211/an-unbiased-view-of-in-the-money