I would do the following:
- make a unique confirmation page for both yes and no.
- set up a custom picklist or checkbox field on the lead (and if applicable, contact) record -- e.g, "Opt In Status" with values yes/no
- set up two smart campaigns to listen for the clicks and update the data values
SMART LIST
Clicks link in email [email name]
Link is [link URL]
FLOW STEPS
Change Data value
[your field] = Yes
Repeat the above for the second link and data value, and you're good to go!