This measure won't account to the volatility σ of your fundamental asset. Unlike past inputs, volatility is in a roundabout way observable from industry data, but must rather be computed in certain product, generally utilizing ATM implied volatility while in the Black–Scholes product. Dispersion is proportional to volatility, so standardizing https://riverzzzhe.ltfblog.com/26554375/how-much-you-need-to-expect-you-ll-pay-for-a-good-premium