I have noticed some weird errors for implied volatility and delta on some securities pre-2017. For SPY ,QQQ and IBM, advanced options data like implied volatility and delta seems to calculate correctly in 2017, but before that it seems to give incorrect values. The put IV always seems to be 0, which also seems to mess up the delta calculation. GLD and GOOG however seem to calcuate everything correctly back through at least 2015. The only difference that I can think of between these two groups is that SPY, QQQ and IBM pay dividends while GLD and GOOG do not.