If the borders of your option buttons are not completely within their respective group box boarders, then they are not part of that group and the weirdness happens. An option button boarder cannot be at all outside its' groupbox.
Here is example code that adds three option buttons within a groupbox to 50 rows in column B of a blank worksheet.
Sub Forms_OptinButtons_Demo_Code()
Application.ScreenUpdating = False
Sheets.Add after:=Sheets(Sheets.Count) 'blank sheet for demo
Rows("1:50").RowHeight = 20
Columns("B").ColumnWidth = 20
For i = 1 To 50
With Cells(i, "B")
ActiveSheet.GroupBoxes.Add(.Left, .Top, .Width, .Height).Caption = ""
'Three Option Buttons per group
For j = 1 To 3
With ActiveSheet.OptionButtons.Add(.Left + (j - 1) * 20, .Top, 20, .Height)
.Caption = j
.LinkedCell = "A" & i
'.Interior.Color.Index = 44
'.OnAction = "MyMacro"
End With
Next j
End With
Next i
Application.ScreenUpdating = True
End Sub
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