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It's hard to say what causes certain options to appear more expensive than their theoretical value without knowing how the brokerage fits their model.
My guess is that they use a constant implied volatility for all expiries and/or strikes. However, this is not true. Read up on implied volatility smile (
IV smile) and implied volatility skew.
Moreover, as others pointed out, option markets are fairly efficient and on average the market price you see is fairly close to the true price.
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No they aren't. Most options are very thinly traded compared to stocks. People buy them for many different reasons. For insurance, to hedge, for speculation. People are not always that concerned about getting the perfect price.