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This measure will not account with the volatility σ from the fundamental asset. Not like former inputs, volatility is not directly observable from marketplace information, but need to instead be computed in some design, principally utilizing ATM implied volatility while in the Black–Scholes product. Dispersion is proportional to volatility, so https://johnnyaprtv.theblogfairy.com/26713470/the-smart-trick-of-expiration-date-that-no-one-is-discussing

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