This measure will not account for that volatility σ of the fundamental asset. Unlike preceding inputs, volatility is circuitously observable from sector data, but ought to as an alternative be computed in a few model, mostly employing ATM implied volatility inside the Black–Scholes design. Dispersion is proportional to volatility, so https://landenghehb.bloggazza.com/26583150/little-known-facts-about-implied-volatility