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This measure would not account with the volatility σ of your fundamental asset. Unlike past inputs, volatility is not directly observable from current market info, but will have to alternatively be computed in certain model, mostly applying ATM implied volatility within the Black–Scholes design. Dispersion is proportional to volatility, so https://strikeprice69023.ja-blog.com/26989931/expiration-date-fundamentals-explained

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