This evaluate won't account to the volatility σ with the underlying asset. Not like former inputs, volatility is not directly observable from current market information, but must rather be computed in some product, primarily working with ATM implied volatility while in the Black–Scholes design. Dispersion is proportional to volatility, so https://johnathanlznfp.aboutyoublog.com/27511326/an-unbiased-view-of-strike-price