This measure will not account for the volatility σ of your fundamental asset. Contrary to previous inputs, volatility is circuitously observable from current market data, but must rather be computed in some product, mainly employing ATM implied volatility while in the Black–Scholes model. Dispersion is proportional to volatility, so standardizing https://andersonnpprp.activosblog.com/26564223/an-unbiased-view-of-in-the-money