This measure does not account to the volatility σ of your fundamental asset. Not like previous inputs, volatility is in a roundabout way observable from market place info, but should in its place be computed in a few model, mostly utilizing ATM implied volatility during the Black–Scholes model. Dispersion is https://optionchain28261.activoblog.com/27080904/the-ultimate-guide-to-out-of-the-money