I will use Window Functionfor this.
SELECT Price,
Diff,
Strike
FROM (SELECT *,
Abs(price - Strike) Diff,
Row_number()OVER(partition BY price ORDER BY Abs(price - Strike) )rn
FROM Yourtable) a
WHERE rn = 1
, price Abs(price - Strike) , , min, Dense_Rank
SELECT Price,
Diff,
Strike
FROM (SELECT *,
Abs(price - Strike) Diff,
Dense_Rank()OVER(partition BY price ORDER BY Abs(price - Strike) )rn
FROM Yourtable) a
WHERE rn = 1