Ticker SPY120421P00060000
From 2012-02-01 00:00:00
To 2012-02-28 00:00:00
Security Type Option
Market USA
Resolution Minute
Status Waiting Review

Dear QC, Please see below the description of the problem I have. If you run the attached project and view the backtest you will notice that the Option price SPY120421P00060000 (a put option with strike price 60 on SPY) on 2012-02-24T20:50:00Z is 37.55. While SPY has been increasing in value, the put option has had a gigantic increase to its value which should not be the case. I suspect there is some issue with the data accuracy and perhaps it is rooted in a error from the data source. Could you please check and clarify if my observations are correct and I hope the data can be corrected as it would greatly help my backtesting of my strategies. Look forward to your kind assistance to resolve the issue soonest. Best regards, Hakeem