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This measure won't account for the volatility σ with the underlying asset. As opposed to past inputs, volatility is circuitously observable from market place data, but should alternatively be computed in a few design, generally employing ATM implied volatility in the Black–Scholes product. Dispersion is proportional to volatility, so standardizing https://in-the-money46890.like-blogs.com/26824943/option-strategy-an-overview

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