Chain price differs from the index print

You see: the underlying price in the chain differs from the index print, or reads “on GCZ6” or “forward”.

Why (by design):

• SPX, XSP, RUT, NDX, DJX, SPY, QQQ and IWM options are priced on the put-call parity level.
• Each futures option expiration is quoted against its own futures month.
• VIX options are quoted against each month’s VIX future.

Nothing is wrong with the feed. See Index options, Futures options and Stock and ETF options.