Here is the log for Workshop8 script (w smaller WEEKS) with Zorro-provided data:
Quote
[2460: Mon 21-05-24 15:40:00] 54200 0 1072/712 (419.19)
[SPY::SC46025] Place 1 Call 20210526 417.0 100@2.98 Unl 419.17 at 15:40:00 Mon
[SPY::SP46026] Place 1 Put 20210526 422.0 100@3.18 Unl 419.17 at 15:40:00 Mon

[2461: Tue 21-05-25 15:40:00] 54185 -15.00 1072/714 (418.31)
[SPY::SC46025] Expired ITM 1 Call 20210526 417.0 100@418.33: +165 Unl 418.33 at 15:40:00 Wed
[SPY::SP46026] Expired ITM 1 Put 20210526 422.0 100@418.33: -51.50 Unl 418.33 at 15:40:00 Wed

[2462: Wed 21-05-26 15:40:00] 54313 0 1073/713 (419.01)
The price of an underlying at expiration is taken 1 day earlier.

Last edited by Zheka; 12/06/21 16:27.