This evaluate isn't going to account for your volatility σ on the fundamental asset. As opposed to past inputs, volatility is not directly observable from market place details, but need to as an alternative be computed in a few design, principally utilizing ATM implied volatility inside the Black–Scholes model. Dispersion https://andrestlxoy.blogadvize.com/33351734/little-known-facts-about-out-of-the-money