I tried using the code provided in the QuantConnect livestream video on "Tail Risk Hedging". After running the backtest and downloading the trade log, I'm seeing that the value of the option hedges traded are off by a factor of 100. Why is this? 

For example, with a 1% allocation to SPY put hedges (with remaining 99% in SPY) and a $1mm portfolio, the value of each put is only $100 when it should be $10,000. I can't figure out why. Am I reading the trade log incorrectly, or perhaps there's an error in the posted code? Any help with this would be much appreciated!