This evaluate does not account for your volatility σ of the fundamental asset. In contrast to prior inputs, volatility is indirectly observable from market place info, but have to alternatively be computed in certain model, principally using ATM implied volatility in the Black–Scholes product. Dispersion is proportional to volatility, so https://lorenzorumdu.bloggosite.com/33206412/5-easy-facts-about-in-the-money-described