Apparently, when the same option contract is accessed in different backtests, there is a mismatch in contract characteristics. In this particular example, GLD contract 111217P00165000 at 2011-09-21 15:35:00 shows zero and non-zero open interest.

Here is a backtest that seems to return a reasonable non-zero value of OI while following a chosel option contract intraday:

2011-09-21 15:35:00 GLD 111217P00165000,Bid=5.2000 Ask=5.4000 Last=5.1500 OI=13914; Underlying=173.5900