This evaluate will not account for your volatility σ of the underlying asset. In contrast to previous inputs, volatility is circuitously observable from industry info, but ought to instead be computed in some product, principally making use of ATM implied volatility from the Black–Scholes product. Dispersion is proportional to volatility, https://impliedvolatility40627.rimmablog.com/26702478/rumored-buzz-on-option-strategy