As far as a closing price guys, typically what a lot of retail brokers will do is mark your long options on the closing NBBO bid, and your short options on the closing NBBO offer. Thats the last price you (or they) could have liquidted those positions.
If by closing price you mean last sale price that could be hours old or even days old for the less liquid options. So there's no reason it has to be between the current bid and ask.