macrocephalopod

i think u got lazy and didnt read the thread ;)

Ah I read it but what I understood was “the IVs are wrong because your broker has crappy input data and doesn’t care” but I think what you meant was “the IVs are wrong because the options are American and there are dividend/borrow effects, and your broker uses BS naively”

its not skew

You have failed to consider that the b/o can be huge for specific options types. I.e. puts can have a higher b/o vol spread

you evidently don't know what a volatility surface even is and you're replying to me with "you have failed to consider"

Back in my day, real quants with real degrees(not fake bs econ degrees.) would not deflect.

deflect what?