My strategy involves holding options and after they are up a certain amount they become deep itm and therefore slightly illiquid
Collective2 appears to use the last price for a lot of calculations instead of the midpoint of the spread which creates some inaccuracy
Good example is my strategy right now, holding deep itm RH calls but shows a slight loss on the RH position due to the last trade being so long ago: https://collective2.com/details/125842398