Fix OO expiry Put PnL: overlay wrong near-zero settlement fills with intrinsic.

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

scripts/repair_oo_settle_index.py

@@ -86,14 +86,16 @@ if REPAIR_FILLS:
         ).fetchone()
         if not row:
             continue
-        if abs(float(row["fill_px"] or 0)) > 1e-9:
+        old_px = float(row["fill_px"] or 0)
+        tol = max(0.5, abs(iv) * 0.05)
+        if abs(old_px - iv) <= tol:
             continue
         qty = float(row["qty_eth"] or 0)
         con.execute(
             "UPDATE fills SET base_px=?, fill_px=?, notional=?, slip=0 WHERE id=?",
             (iv, iv, iv * qty, row["id"]),
         )
-        updated.append((leg, iv, qty))
+        updated.append((leg, old_px, iv, qty))
 # 重算 realized
 fills = list(con.execute("SELECT * FROM fills WHERE group_id=?", (GROUP,)))
 opt = {}