Implement dual target-close paths and residual option expiry.

Document and enforce: A full dual-leg close, B perp-only when deep OTM with residual archive that does not block next open, and expiry settlement when target is missed.

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

backend/app/sim/pricing.py

@@ -29,6 +29,22 @@ def option_intrinsic(*, option_side: str, strike: float, spot: float) -> float:
     return 0.0
 
 
+def is_deep_otm(
+    *,
+    option_side: str,
+    strike: float,
+    spot: float,
+    max_intrinsic: float = 0.01,
+) -> bool:
+    """
+    远虚：内在价值≈0（多头期权已无行权价值）。
+    100×杠杆 ATM 在标的波动约1%后常落入此状态。
+    """
+    return option_intrinsic(
+        option_side=option_side, strike=strike, spot=spot
+    ) <= float(max_intrinsic)
+
+
 def option_expiry_settle(
     *,
     intrinsic: float,