Backtest start date affect the options deltas? by .ekz.

Has anyone seen an issue where the backtest start date affects the delta of retrieved options?

I'm opening BullPutSpreads using deltas --selecting the long strike that is closest to -10 delta, and for the short strike i pick the adjacent (next) strike up in the chain.

The problem is, depending on when my backtest start date, the strike deltas are different. Has anyone else experienced this?

Here's an excerpt from my logs that shows the discrepancy. I'm trading NVDA bull put spreads, and listing the positions that were opened: the +long and -short strikes, and their corresponding deltas.

I have two backtest logs with different values, the only thing changed is the backtest start date.

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