This evaluate will not account for the volatility σ of your fundamental asset. As opposed to past inputs, volatility is in a roundabout way observable from current market details, but need to rather be computed in some design, primarily working with ATM implied volatility during the Black–Scholes design. Dispersion is https://optionstrategy51616.bloggosite.com/33211088/5-easy-facts-about-in-the-money-described