Here at ORATS, we believe in equality of calls and puts. The implied volatilities should be nearly the same. The call delta and absolute value of the put delta should add up to one. The greeks should be the same.

Put call parity should isolate the equivalent premium in the call and put of each strike. With equivalent premiums, the risk can be managed by using consistent greeks.

That is why you will see one delta, gamma, theta, vega, rho and phi number for each strike.

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ORATS works hard to get the best dividends, interest rates, and then solve for the residual rate, sometimes sloping this rate by strike, to figure out the how to line up the calls and puts.

More reading here:

https://blog.orats.com/understanding-options-why-do-calls-and-puts-have-different-implied-volatility

https://blog.orats.com/why-dont-call-and-put-implied-volatilities-match

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