  We prove the existence and uniqueness of solution of the obstacle problem for
quasilinear Stochastic PDEs with non-homogeneous second order operator. Our
method is based on analytical technics coming from the parabolic potential
theory. The solution is expressed as a pair $(u,\nu)$ where $u$ is a
predictable continuous process which takes values in a proper Sobolev space and
$\nu$ is a random regular measure satisfying minimal Skohorod condition.
Moreover, we establish a maximum principle for local solutions of such class of
stochastic PDEs. The proofs are based on a version of It\^o's formula and
estimates for the positive part of a local solution which is non-positive on
the lateral boundary.
