6. SRP vs CRP Comparison

Strike by strike comparison of SRP and the corresponding CRPs.


The CRP range was mostly 0-2c wide across the entire strike range. The SRPs were mostly within 2c compared to the corresponding CRP values across the ATM and PUT1 strike ranges. The SRPs for far-out-of-the-money options were up to 6c higher than the corresponding CRPs in many of the upside calls, and up to 4c higher in the tail puts.