This evaluate won't account with the volatility σ of your fundamental asset. Not like preceding inputs, volatility is circuitously observable from sector info, but should instead be computed in some model, primarily utilizing ATM implied volatility within the Black–Scholes design. Dispersion is proportional to volatility, so standardizing by volatility yields:[nine] https://premium24593.diowebhost.com/82032008/expiration-date-can-be-fun-for-anyone