Because your puts are so far out-of-the-money, they have negligible deltas and therefore the expected option price change is going to be near negligible with a drop like Friday's. Because that price change is going to be so small, it can disappear into the bid/ask spread, appearing unchanged or even moving in the opposite direction.
The delta of your SPY $100 put was .006 at Thursday's close. SPY dropped $7.07 on Friday so the approximate gain on your put should have been about 4 cents.
The closing quote of your put on Thursday was .38 x .40 with a last trade of 40 cents. On Friday, the closing quote was .31 x .40 with a last trade of 40 cents. So although the day to day last trade was unchanged, the bid did drop 7 cents.
The short answer is that you're dealing in expected and actual price moves of cents so there's no there, there. What may be the real problem is that you have purchased puts that will not appreciate much unless there's a massive drop in the indexes.
You can guesstimate future gains by looking at the option chains and making some assumptions. If we fix time (the drop occurs immediately) and implied volatility (unchanged), it would take a 40 point drop in the SPY for your 40 cent puts to double in price from here. You can unpin the time component by looking at other expirations. However, accurate modeling requires an option pricing formula.