Fix OO expiry settle index: persist spot and never invent strike from OTM fill.

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

backend/app/sim/matcher.py

@@ -1000,9 +1000,15 @@ class Matcher:
             now += 1
 
         with self.db._lock:
+            settle_px = None
+            if reason == "expiry":
+                try:
+                    settle_px = self._close_spot_px(get_session().snapshot())
+                except Exception:
+                    settle_px = None
             self.db._conn.execute(
                 """UPDATE groups SET status=?, close_at_ms=?, close_reason=?, realized_pnl=?,
-                   fees=COALESCE(fees,0)+?, note=?
+                   fees=COALESCE(fees,0)+?, note=?, settle_index_px=COALESCE(?, settle_index_px)
                    WHERE group_id=?""",
                 (
                     "closed",
@@ -1011,6 +1017,7 @@ class Matcher:
                     float(total_pnl),
                     float(total_fees),
                     f"oo full close {reason}",
+                    float(settle_px) if settle_px is not None else None,
                     group_id,
                 ),
             )