I believe I'm having trouble getting the fill forward flag to work properly for options data, or something is wrong.

I am using in Initialize:

UniverseSettings.FillForward = false;

I am accessing the last trade price on Minute data, getting it from a Security object filtered out of the Slice to the particular options contract.

for example: LongPutOption.Price


I am reasonably certain this data is filling forward, as I was getting a negative price for some long 4-week calendar - 

in other words, 4 weeks less time until expiry, same strike, was "trading" for a higher price. 

Underlying does not have a dividend. 

With some debug messaging, I see the "long" price remaining constant, with the "short" price going up. 


Has anyone experienced something similar?