Options-implied borrow (put-call parity) vs IBorrowDesk
Borrow for warrants = max(0, q − dividend). Negative q is usually quote noise — use capped borrow for Black-Scholes. Click a row to expand strikes (12 nearest spot).
American options: parity-implied q carries a small positive bias (put early-exercise premium); true borrow is at or slightly below the printed figure.
| Expiry | DTE | T (yr) | q | q @ spot | borrow med | borrow @ spot | fwd dev $ | 25d RR | n |
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