划转默认折叠，修复币本位到期平衡计算

币本位权利金为币报价，到期平衡按 OKX 结算公式 K/(1±p) 计算；链/持仓/跨式平衡带同步修正。

Co-authored-by: Cursor <cursoragent@cursor.com>

tests/test_options_pricing.py

@@ -331,6 +331,37 @@ def test_expiry_breakeven_call_put():
     assert expiry_breakeven_px(opt_type="P", strike=3500, avg_px=15.6) == 3484.4
 
 
+def test_expiry_breakeven_coin_margin():
+    from lib.options.options_pricing_lib import expiry_breakeven_from_ask, expiry_breakeven_px
+
+    # ETH-USD 币本位:卖一 0.0165 → 到期平衡 K/(1-p),非 K+p
+    assert expiry_breakeven_px(
+        opt_type="C", strike=2390, avg_px=0.0165, margin_mode="coin"
+    ) == round(2390 / (1 - 0.0165), 2)
+    assert expiry_breakeven_px(
+        opt_type="P", strike=2450, avg_px=0.0161, margin_mode="coin"
+    ) == round(2450 / (1 + 0.0161), 2)
+    assert expiry_breakeven_from_ask(
+        opt_type="C",
+        strike=2425,
+        ask_px=0.0187,
+        inst_id="ETH-USD-260823-2425-C",
+    ) == round(2425 / (1 - 0.0187), 2)
+
+
+def test_straddle_breakeven_band_coin():
+    from lib.options.options_pricing_lib import straddle_breakeven_band
+
+    lo, hi = straddle_breakeven_band(
+        2425,
+        quote_in_coin=True,
+        call_ask=0.0187,
+        put_ask=0.0253,
+    )
+    assert lo == round(2425 / (1 + 0.0253), 2)
+    assert hi == round(2425 / (1 - 0.0187), 2)
+
+
 def test_close_breakeven_at_mark_equals_avg():
     from lib.options.options_pricing_lib import close_breakeven_idx