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This evaluate will not account for the volatility σ of your fundamental asset. Not like preceding inputs, volatility is not directly observable from sector knowledge, but must as a substitute be computed in a few product, primarily using ATM implied volatility during the Black–Scholes product. Dispersion is proportional to volatility, https://option-strategy97407.mybjjblog.com/option-strategy-an-overview-40568209

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