I've coded a monthly short strangle on the S&P500, however I'm having a hard time understanding how are options assignments computed.

By looking at the "trades" tab, it appears that all options that are "against me" (strike value < underlying value on calls, the opposite on puts) are assigned at expiration.

I would like options to be assigned at the worst possible case scenario. For example, if I sell a monthly call with strike 100, and during the month the underlying goes from 100 to 110 and goes back to 105 when the option expire, I'd like the backtester to assume that the option gets assigned when the underlying is at 110, not 105.

Is this possible?

Thanks a lot!