问题如下：
The market price deviations for puts and calls from Black-Scholes-Merton prices indicate:
选项：
A.equivalent put and call implied volatility:
B.equivalent put and call moneyness.
C.unequal put and call implied volatility.
D.unequal put and call moneyness.
解释：
Put-call parity indicates that the implied volatility of a call and put will be equal for the same strike price and time to expiration.
老师，不好意思，我不太明白这个隐含波动率偏差，是不是Pbs≠Pmkt时候就说明有dollar pricing error？
