AM settlement timestamp is skipped for Wednesday VIX and legacy Saturday SPX expirations

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Descrizione

priority:P1
Observed behavior

OptionSymbol.GetSettlementDateTime skips its AM-settlement adjustment for recognized AM-settled contracts when the nominal date is not in the generic third-Friday window, or when it resolves to a different trading date.

Reproduced on master (7939b7878) with the bundled database:

Root / nominal expiry IndexOptionSymbol.IsAMSettled OptionSymbol.IsStandard Returned settlement (America/Chicago)
VIX / 2016-02-17 true false 2016-02-17 15:15
SPX / 2014-06-21 true true 2014-06-20 15:15

Both remain afternoon values rather than the AM settlement time described by the helper's own contract. For the legacy Saturday SPX contract, GetLastDayOfTrading correctly resolves Friday 2014-06-20, but the settlement branch then rejects that date because it differs from the nominal Saturday expiry.

Minimal reproduction:

foreach (var c in new[] {
    ("VIX", new DateTime(2016, 2, 17)),
    ("SPX", new DateTime(2014, 6, 21)) })
{
    var underlying = Symbol.Create(c.Item1, SecurityType.Index, Market.USA);
    var option = Symbol.CreateOption(underlying, c.Item1, Market.USA,
        OptionStyle.European, OptionRight.Call, 200m, c.Item2);
    Console.WriteLine($"{option}: AM={IndexOptionSymbol.IsAMSettled(option)}, standard={OptionSymbol.IsStandard(option)}, settlement={OptionSymbol.GetSettlementDateTime(option):yyyy-MM-dd HH:mm}");
}
Cause and required result

The AM branch in Common/Securities/Option/OptionSymbol.cs requires both IsStandard(symbol) and expiryTime.Date == symbol.ID.Date.Date in addition to the explicit AM-settlement classification. A Wednesday VIX expiry fails the former; the legacy Saturday SPX expiry fails the latter. OptionIndicatorBase.Expiry consequently overstates the remaining time for the Greeks/IV indicators.

Use the contract's AM-settlement classification and appropriate settlement date without requiring every such contract to have a third-Friday nominal expiry. Include Wednesday VIX and pre-2015 Saturday SPX cases alongside the existing SPX tests.

This concerns the timestamp used by indicators, not the exercise-price issue in #7728. It predates #10114, whose change leaves the AM branch untouched.

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