Estimate missing option ask from mark or intrinsic on chain list.

Deep ITM contracts often have no ask on the book; show mark-based estimates with a tilde and restore breakeven calculations.

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

tests/test_options_pricing.py

@@ -90,6 +90,21 @@ def test_estimate_expiry_profit_at_index():
     assert p2 == round(-12.2 * 0.01, 4)
 
 
+def test_resolve_chain_quote_estimated_ask():
+    from lib.exchange.okx_options_lib import _resolve_chain_quote
+
+    q = _resolve_chain_quote(
+        ticker={"bidPx": "0.2", "bidSz": "3500"},
+        meta={"tickSz": "0.2"},
+        opt_type="C",
+        strike=1650,
+        index_px=1776,
+    )
+    assert q["ask_estimated"] is True
+    assert q["ask"] is not None
+    assert q["ask"] >= 120
+
+
 def test_format_quote_liquidity():
     from lib.options.options_pricing_lib import format_quote_liquidity