This measure does not account for the volatility σ with the fundamental asset. Contrary to earlier inputs, volatility is in a roundabout way observable from industry information, but must as an alternative be computed in a few design, mainly employing ATM implied volatility while in the Black–Scholes model. Dispersion is https://miloejltt.blazingblog.com/27017968/the-greatest-guide-to-strike-price