Show expiry settlement as index vs strike intrinsic.

Persist settle_index_px and surface formula in trade detail so expiry closes are not mistaken for book fills.

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

backend/app/sim/matcher.py

@@ -566,10 +566,20 @@ class Matcher:
             ).fetchone()
             fees = float(g["fees"] or 0) + pf.fee + of.fee
             slip = float(g["slip_cost"] or 0) + pf.slip + of.slip
+            settle_index = float(spot) if is_expiry and spot is not None else None
             self.db._conn.execute(
                 """UPDATE groups SET status=?, close_at_ms=?, close_reason=?, realized_pnl=?,
-                   fees=?, slip_cost=?, note=NULL WHERE group_id=?""",
-                ("closed", now, reason, net_after_all_fees, fees, slip, group_id),
+                   fees=?, slip_cost=?, note=NULL, settle_index_px=? WHERE group_id=?""",
+                (
+                    "closed",
+                    now,
+                    reason,
+                    net_after_all_fees,
+                    fees,
+                    slip,
+                    settle_index,
+                    group_id,
+                ),
             )
             self.db._conn.execute(
                 """UPDATE positions SET