This measure won't account with the volatility σ on the fundamental asset. Compared with preceding inputs, volatility is not directly observable from current market information, but need to as an alternative be computed in some model, primarily using ATM implied volatility from the Black–Scholes model. Dispersion is proportional to volatility, https://option-strategy51972.onzeblog.com/26968606/not-known-facts-about-implied-volatility