Pin market watch to held option strike while a position is open.

Stop falling back to ATM quotes for unrealized/close PnL after ATM drifts or restart.

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

backend/tests/test_p1_p2_rules.py

@@ -156,6 +156,26 @@ def test_deep_otm_and_expiry_settle() -> None:
     assert settled.notional == 0.0
 
 
+def test_pair_from_held_option_inst() -> None:
+    from app.exchange.option_ids import flip_option_side, pair_from_option_inst
+
+    put = "ETH-USD_UM-260727-1880-P"
+    pair = pair_from_option_inst(put)
+    assert pair is not None
+    assert pair.strike == 1880
+    assert pair.expiry_ymd == "260727"
+    assert pair.put_inst_id == put
+    assert pair.call_inst_id == "ETH-USD_UM-260727-1880-C"
+    assert flip_option_side(put) == pair.call_inst_id
+
+    bn = "ETH-260727-1890-C"
+    bp = pair_from_option_inst(bn)
+    assert bp is not None
+    assert bp.strike == 1890
+    assert bp.call_inst_id == bn
+    assert bp.put_inst_id == "ETH-260727-1890-P"
+
+
 def test_option_intrinsic_and_close_bid_floor() -> None:
     from app.sim.pricing import (
         option_expiry_settle,