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Question about trade log from options strategy

Hello, I cloned the example algorithm from this tutorial where a long strangle is placed on GOOG. As the tutorial says, 

"In this algorithm, at time 0, we buy OTM call with strike price 870 and OTM put with strike price 795. The share price of GOOG at time 0 is $832.8. At the expiry, the share price of GOOG is $930.16. Therefore we conclude the call option is exercised then we get 100 long stocks position. The put option expires worthless."

In the top row of the trade log below, why is the Price $873 when the strike price was $865? Also, why is there a "1" for Quantity? I guess I would've expected it to show a purchase of 100 shares at $865, since the exercise of the option (for a 1 lot) would cause me to purchase 100 shares of the underlying and the strike price of that call option was $865. 

Any help/clarity would be much appreciated. Thanks!

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The reason why the purchase price is not exactly $870 is because of market spread. QuantConnect uses historical quote data to realistically model the order execution. So while the order was set for $870, the order filled at $873. Here is a link to the quote data of the market.

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The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.


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The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.


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