Conditional Formatting Erroneously Inserts The Header Text

Hi,
I have a Options Trading spread sheet which has a column (E5:E35) with the Header (in merged cells E3 & 4) with the text Call Put. I added two conditional formatting rules to E5:E35 which color the cells green when I type the letter C and red when I type P.
Strange thing is when I type the C, Excel inserts the header text Call Put (green BG and text) instead of just C. The rule works when I type P (goes red).
When I change the header text to Put Call the rule works for C but not for P. Somehow Excel reacts to the first letter of the header even though the 2 header cells (3 and 4) are not included in the cell range 5:35.
What is it that I am missing here. I know it's something simple. Any ideas?

Thanks for your reply.
I shift-selected E5:E35 for both rules and went to Conditional Formatting => Highlight Cell Rules => Text That Contains.
Attached is a screenshot of the Manage rules window and one of Edit Rule, when entering C. (I hope they get through, a bit of a novice at this)
Can send reduced excel sheet with the problem column if necessary

Clearing format doesn't seem to work.
I've attached the sheet. As you can see with the header text saying Put Call, when trying to enter the letter P into cell E16, Excel enters Put Call instead just the letter P.
If I change the header to Call Put, the opposite happens, instead of just C I get Call Put instead.
This applies to the whole column E5:E35.
Weird!

Thanks AliGW, that's fixed it.
The Autofill option in my Excel 16.5 for Mac is in a slightly different place, but I found it and changed the setting.
Problem solved, much appreciated.
GB