Originally Posted by Petra
I can already tell you what the reason probably is, ExpiryTime is 12 UTC by default and at that time, the most recent underlying is the price from the previous bar and not from market close because that would be in the future.

That makes sense for intrabar selling but not for expiration. So I think it should be changed, zheka is right, for expiration the market close price should be used regardless of ExpiryTime.



is there a way to set the option expiration time manually in order to experiment with this feature?

I am comparing now Zorro versions 2.40 and 2.44 and would like to emulate the old option expiration handling procedure in the new 2.44 version.

Thank you in advance!