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>
This commit is contained in:
dekun
2026-07-29 16:15:22 +08:00
parent 3df64aeb2d
commit 8518a207a7
6 changed files with 130 additions and 7 deletions
+10
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@@ -5,6 +5,16 @@
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## 2026-07-29 — 到期结算展示:指数 / 行权价 / 内在价值
### 变更
1. 到期平仓期权价本就是 **内在价值**`max(指数−K,0)` / Put 对称),不是盘口;详情页补 **结算指数、行权价、内在价值**
2. 成交行标注「期权到期结算」;组表落库 `settle_index_px`
3. 说明:永续到期时仍按市价平(与策略文档一致)。
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## 2026-07-29 — 持仓卡显示开仓时间 / 持仓时长
### 变更