def get_nearest_option(spot, n=1, opt='C', step=100):
    """
    Given a spot price, calculate the nearest options
    spot
        spot price of the instrument
    n
        number of nearest option prices
    opt
        call or put option. 'C' for call and 'P' for put
    step
        step size of the option price
    returns a list of options
    >>> get_nearest_option(23457, 2)
    >>> [23400, 23500]
    >>> get_nearest_option(23457, 2, 'P')
    >>> [23400, 23300]    
    All calculations are based on in the money option. So,
    get_nearest_option(24499) would return 24400
    """
    in_money = int(spot / step) * step
    option_prices = []
    for i in range(n):
        if opt == 'C':
            strike = in_money + step * i
            option_prices.append(strike)
        elif opt == 'P':
            strike = in_money - step * i
            option_prices.append(strike)
        else:
            print('Option type not recognized; Check the opt argument')
    return option_prices
