Pls look at the attached prices from a .t8 file: the last existing price of an underlying on 05-26-2021 is 419.04 - which is the settlement price of options expiring same day.

But here is the log again:
Quote
[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)
418.33 is not the price on Wed, it is the price on Tue(!), 1 day earlier.

Attached Files optiions_20210526.PNG
Last edited by Zheka; 12/08/21 16:19.