The standardized moneyness is closely related to the auxiliary variables inside the Black–Scholes method, particularly the phrases d+ = d1 and d− = d2, which happen to be defined as: Any time a place is delta-neutral, it won't increase or fall in value when the value of your fundamental asset https://optionchain38413.blogcudinti.com/26851712/little-known-facts-about-implied-volatility