It appears the data I was using (Think or Swim) was/is wrong. Take a look at the image below. On the left side you’ll see the OHLC for the opex month. On the right side you’ll see the OHLC for the actual opex week. The close does not match. Something is fishy and I’ve reached out to Think or Swim support and have been told they are looking into it. Who knows what will come of it, maybe nothing.
I was able to procure SPY data from Bloomberg and have been crunching some statistics that I plan on sharing at a later time.