This measure isn't going to account for the volatility σ with the underlying asset. As opposed to previous inputs, volatility is in a roundabout way observable from industry details, but have to rather be computed in some product, mainly employing ATM implied volatility from the Black–Scholes model. Dispersion is proportional https://rylanjzpkc.mybjjblog.com/top-guidelines-of-implied-volatility-40577119