entity framework can't insert null error on generated id column

I have a strange issue where I started getting an error trying to insert into a table.  

Cannot insert the value NULL into column 'Id', table 'OptionSettlementValues'; column does not allow nulls. INSERT fails.
The statement has been terminated.

Here is the code for that object
        [DatabaseGenerated(DatabaseGeneratedOption.Identity)]
        public Guid Id { get; set; }
        public string UnderlyingSymbol { get; set; }
        public DateTime Expiration { get; set; }
        public decimal SettlementPriceUnderlying { get; set; }
        public string Type { get; set; }

        public OptionSettlementValue()
        {}

        public OptionSettlementValue(string underlyingSymbol, string expiration, string settlementPriceUnderlying, string type)
        {
            UnderlyingSymbol = underlyingSymbol;
            Expiration = DateTime.Parse(expiration);
            SettlementPriceUnderlying = decimal.Parse(settlementPriceUnderlying);
            Type = type;
        }


Here is my code to insert:
var db = new Context("JTradeAdmin");
db.OptionSettlementValue.Add(new OptionSettlementValue("OEX", "1/4/2013", "664.69", "weekly"));
db.SaveChanges();
jackjohnson44Asked:
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TempDBAConnect With a Mentor Commented:
You need to see in your table structure, if any constraint is defined for ID column which is of type guid, that by default, any value is defined to be populated into it or not. I think there is no default value and it needs you to pass it from your program using some function that populates GUID values.
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