I am in the process of analyzing historical options data, and I keep finding options that mysteriously disappear before they are due to expire. For example:
For the QQQ $69 Put,
there is no data after 03/11/14
But the QQQ $70 Put,
It seems that all QQQ Puts with strike below $70 mysteriously disappears after 03/11/14, despite some of them having significant open interest.
I have found this in a dataset I obtained through another vendor as well.
What is the cause of these disappearances? Is it a data problem or were they halted trading for some reason?