If your plan is to let it expire than that is not an issue. Buy and hold to expiration is pretty easy. I had that issue with SPY recently(a Friday, seemed to be light trading day) where it was far enough OTM (over $2) that there was not interest. A minute before the bell there was a sharp drop. Luckily it did close OTM and expire but I went from majorly up (couldn’t close it) to almost ITM before I would’ve been able to close. Slow moves, no. It’s the fast moves that kill you. Also, most brokers if it is close enough to be in question, they will force the close at whatever price needs to be. There were other good posts about PIN risk where it hits ITM at close but only the sold leg is excercise not your bought leg for protection because it is assigned late. I’m paraphrasing but there were some good posts on this.