Improve Option OTM Expiration Message

[AlexCatarino]

Expected Behavior

If an option expires worthless, the "fill" price should be zero, and the message should not be only OTM but also contain the underlying price, so we know why it has expired worthless.

Actual Behavior

The fill price is the strike price and the order tag is only OTM:

Potential Solution

N/A

Reproducing the Problem

TBA

Checklist

• [x] I have completely filled out this template
• [x] I have confirmed that this issue exists on the current master branch
• [x] I have confirmed that this is not a duplicate issue by searching issues
• [x] I have provided detailed steps to reproduce the issue