Replace some or all of the SRPs with the CRPs and see how many SPY options are used in the settlement calculation.
ALL
Replace all SRPs with the CRPs in the settlement calculation
PUT 2
Replace the SRPs of all
PUT 1
Replace the SRPs of all 85-95% strikes with the CRPs
ATM
Replace the SRPs of all 95-105% strikes with the CRPs
CALL
Replace the SRPs of all >105% strikes with the CRPs
CRP_MIN, CRP_MAX
MIN(CRP1, CRP2), MAX(CRP1, CRP2) for each SPY strike
Box plot - boxes
Bounded by SPIKES values calculated using the CRP1s or the CRP2s
Box plot - vertical
Bounded by SPIKES values calculated using the CRP_MINs or the CRP_MAXs
