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I am given information about a ticker with following options data: stock price, date, expiration date, strike price, call / put indicator, style (American or European), ask price, bid price, mean price, iv, volume, open interest, delta, vega, gamma, theta, rho. Given this information, I would like to be able to understand how to calculate the implied borrow rates that accounts for early exercise and dividend payments. Are there any Python or R packages or solutions that can provide greater insight?

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