6. SRP vs CRP Comparison

Strike by strike comparison of SRP and the corresponding CRPs.

Commentary

The CRP range for out-of-the-money options was mostly 0c; it was up to 20c wide for near-the-money strikes. The SRPs were up to 10c higher than the corresponding CRP values at some near-the-money strikes; and up to 1c higher across the out-of-the-money ranges.