This evaluate doesn't account to the volatility σ from the underlying asset. Not like previous inputs, volatility is in a roundabout way observable from marketplace info, but have to instead be computed in a few design, mainly making use of ATM implied volatility while in the Black–Scholes design. Dispersion is https://strike-price71604.blogofchange.com/27444095/not-known-facts-about-implied-volatility