This measure won't account for that volatility σ from the fundamental asset. Contrary to prior inputs, volatility is circuitously observable from current market information, but should alternatively be computed in certain product, mainly working with ATM implied volatility within the Black–Scholes product. Dispersion is proportional to volatility, so standardizing by https://trevoraunch.blue-blogs.com/33190938/the-greatest-guide-to-strike-price