This evaluate isn't going to account for that volatility σ from the fundamental asset. Not like past inputs, volatility is circuitously observable from market details, but have to in its place be computed in some product, generally employing ATM implied volatility in the Black–Scholes model. Dispersion is proportional to volatility, https://manueljxavr.sharebyblog.com/26875567/top-latest-five-option-strategy-urban-news