They're pricing in the 31 ct dividend for 1/31
If you check the "Include Dividends" box at OX, the IV of the calls will be in line with that of the puts.
There are a variety of things going on in the quote chain:
If you don't include the dividend, the calls look undervalued.
Later months have lower IV than near months.
And then there's the volatility smile.
We have no clue what you are referring to since you are not being specific. Care to elaborate?
If you check the "Include Dividends" box at OX, the IV of the calls will be in line with that of the puts.
You might want to indicate how you are determining theoretical value as well as why you think that the options are below it.Everything is still below theo value even when you include dividend.
There are a variety of things going on in the quote chain:
If you don't include the dividend, the calls look undervalued.
Later months have lower IV than near months.
And then there's the volatility smile.
We have no clue what you are referring to since you are not being specific. Care to elaborate?