6. SRP vs CRP Comparison

Strike by strike comparison of SRP and the corresponding CRPs.


The CRP range for out-of-the-money options was at most 1c; it was wider for the near-the-money options. The SRPs were mostly within 2c compared to the corresponding CRP values across the OTM strike ranges.The SRPs for near-the-money options were higher than the CRPs.