jcl, thanks for writing.

I did replace it with contractFind() without success in the region specified. I suspect my data history as well. It had been using SPY.t6, which was EOD unadjusted until it was overwritten by another script accidentally. The history.csv file looks fine, but it's just EOD data.

I do have the SPY.t8 and SPYa.t8 from the website, though they lack the recent history which we are about to need again. I can chart it but otherwise have no idea how to use that data for this.

I think since VIX was going so high, it would be questionable as to the liquidity of the option market at that time. I would expect that it was rather liquid as the open interest was going up.

I am not sure where to go from here.