{"abstract":"Buyers of shares are credited the strike price.","category":"Options payoff and settlement","checks":8,"contract":"Inputs kind C/P, strike, signed contracts (+long exercised, -short assigned), deliverable shares per contract and whether exercise happened. Long calls and short puts receive shares and pay strike*shares; long puts and short calls deliver shares and receive strike*shares. Return [share delta, cash delta] (cash in currency, computed in cents); unexercised returns [0, 0.0].","evaluation_group":"w2-options_payoff_and_settlement-physical-delivery","failed_approach":"Always debiting the strike amount ignores parties that deliver shares.","family":"w2-options_payoff_and_settlement-physical-delivery-cash-leg-sign","id":"FA-61376","implementations":{"attempt":{"sha256":"533c67ee0d97772ea799c98bc1b14502df0275752e8ace15f54630a63b9846a1","source":"\"\"\"Failure Map reference implementation. Python standard library only.\"\"\"\nimport json\n\nN = 1\nobservations = []\ndef solve(kind, strike, contracts, deliverable, exercised):\n    if not exercised:\n        return [0, 0.0]\n    n = abs(contracts) * deliverable\n    k = round(strike * 100)\n    direction = 1 if kind == 'C' else -1\n    if contracts < 0:\n        direction = -direction\n    shares = direction * n\n    cash = -abs(direction * n * k)\n    return [shares, cash / 100]\ndef check(label, actual, expected):\n    observations.append({\"check\": label, \"actual\": actual, \"expected\": expected, \"passed\": actual == expected})\nfixtures = [[['regression cash leg sign 1', ['P', 101.25, 5, 150, True], [-750, 75937.5]], ['regression cash leg sign 2', ['C', 10, 5, 150, True], [750, -7500.0]], ['partial repair probe 1', ['P', 10, 1, 50, True], [-50, 500.0]], ['partial repair probe 2', ['P', 42.5, 1, 133, True], [-133, 5652.5]], ['boundary control 1', ['C', 50, 1, 100, False], [0, 0.0]], ['normal control 1', ['P', 42.5, -3, 150, False], [0, 0.0]], ['normal control 2', ['C', 250, -1, 100, False], [0, 0.0]], ['normal control 3', ['C', 42.5, 2, 150, False], [0, 0.0]]], [['regression cash leg sign 1', ['P', 101.25, 5, 50, True], [-250, 25312.5]], ['regression cash leg sign 2', ['C', 250, -1, 100, True], [-100, 25000.0]], ['partial repair probe 1', ['P', 101.25, 5, 150, True], [-750, 75937.5]], ['partial repair probe 2', ['P', 42.5, 2, 100, True], [-200, 8500.0]], ['boundary control 1', ['C', 50, 1, 100, False], [0, 0.0]], ['normal control 1', ['C', 101.25, 1, 133, False], [0, 0.0]], ['normal control 2', ['P', 101.25, -1, 100, False], [0, 0.0]], ['normal control 3', ['P', 10, 5, 100, False], [0, 0.0]]], [['regression cash leg sign 1', ['C', 250, -3, 50, True], [-150, 37500.0]], ['regression cash leg sign 2', ['C', 42.5, 2, 50, True], [100, -4250.0]], ['partial repair probe 1', ['P', 101.25, 5, 150, True], [-750, 75937.5]], ['partial repair probe 2', ['C', 10, -1, 100, True], [-100, 1000.0]], ['boundary control 1', ['C', 50, 1, 100, False], [0, 0.0]], ['normal control 1', ['C', 101.25, 2, 100, False], [0, 0.0]], ['normal control 2', ['C', 101.25, -1, 50, False], [0, 0.0]], ['normal control 3', ['C', 42.5, 1, 100, False], [0, 0.0]]], [['regression cash leg sign 1', ['P', 42.5, 2, 150, True], [-300, 12750.0]], ['regression cash leg sign 2', ['P', 10, -1, 150, True], [150, -1500.0]], ['partial repair probe 1', ['C', 10, -1, 133, True], [-133, 1330.0]], ['partial repair probe 2', ['C', 250, -3, 50, True], [-150, 37500.0]], ['boundary control 1', ['C', 50, 1, 100, False], [0, 0.0]], ['normal control 1', ['P', 101.25, -3, 50, False], [0, 0.0]], ['normal control 2', ['P', 101.25, 2, 133, False], [0, 0.0]], ['normal control 3', ['C', 101.25, 5, 100, False], [0, 0.0]]], [['regression cash leg sign 1', ['C', 250, 1, 100, True], [100, -25000.0]], ['regression cash leg sign 2', ['P', 250, 1, 50, True], [-50, 12500.0]], ['partial repair probe 1', ['C', 101.25, -3, 100, True], [-300, 30375.0]], ['partial repair probe 2', ['C', 250, -3, 100, True], [-300, 75000.0]], ['boundary control 1', ['C', 50, 1, 100, False], [0, 0.0]], ['normal control 1', ['C', 101.25, -3, 133, False], [0, 0.0]], ['normal control 2', ['C', 10, 5, 50, False], [0, 0.0]], ['normal control 3', ['C', 101.25, -1, 50, False], [0, 0.0]]]]\nfor label, args, expected in fixtures[N-1]:\n    check(label, solve(*args), expected)\nprint(json.dumps({\"observations\": observations, \"passed\": all(x[\"passed\"] for x in observations)}, ensure_ascii=False))\nraise SystemExit(0 if all(x[\"passed\"] for x in observations) else 1)\n"},"broken":{"sha256":"9c22958086357da41cfa6b4e0465b3a5196e05aa9ed1647996e118dc72c6a0d1","source":"\"\"\"Failure Map reference implementation. Python standard library only.\"\"\"\nimport json\n\nN = 1\nobservations = []\ndef solve(kind, strike, contracts, deliverable, exercised):\n    if not exercised:\n        return [0, 0.0]\n    n = abs(contracts) * deliverable\n    k = round(strike * 100)\n    direction = 1 if kind == 'C' else -1\n    if contracts < 0:\n        direction = -direction\n    shares = direction * n\n    cash = direction * n * k\n    return [shares, cash / 100]\ndef check(label, actual, expected):\n    observations.append({\"check\": label, \"actual\": actual, \"expected\": expected, \"passed\": actual == expected})\nfixtures = [[['regression cash leg sign 1', ['P', 101.25, 5, 150, True], [-750, 75937.5]], ['regression cash leg sign 2', ['C', 10, 5, 150, True], [750, -7500.0]], ['partial repair probe 1', ['P', 10, 1, 50, True], [-50, 500.0]], ['partial repair probe 2', ['P', 42.5, 1, 133, True], [-133, 5652.5]], ['boundary control 1', ['C', 50, 1, 100, False], [0, 0.0]], ['normal control 1', ['P', 42.5, -3, 150, False], [0, 0.0]], ['normal control 2', ['C', 250, -1, 100, False], [0, 0.0]], ['normal control 3', ['C', 42.5, 2, 150, False], [0, 0.0]]], [['regression cash leg sign 1', ['P', 101.25, 5, 50, True], [-250, 25312.5]], ['regression cash leg sign 2', ['C', 250, -1, 100, True], [-100, 25000.0]], ['partial repair probe 1', ['P', 101.25, 5, 150, True], [-750, 75937.5]], ['partial repair probe 2', ['P', 42.5, 2, 100, True], [-200, 8500.0]], ['boundary control 1', ['C', 50, 1, 100, False], [0, 0.0]], ['normal control 1', ['C', 101.25, 1, 133, False], [0, 0.0]], ['normal control 2', ['P', 101.25, -1, 100, False], [0, 0.0]], ['normal control 3', ['P', 10, 5, 100, False], [0, 0.0]]], [['regression cash leg sign 1', ['C', 250, -3, 50, True], [-150, 37500.0]], ['regression cash leg sign 2', ['C', 42.5, 2, 50, True], [100, -4250.0]], ['partial repair probe 1', ['P', 101.25, 5, 150, True], [-750, 75937.5]], ['partial repair probe 2', ['C', 10, -1, 100, True], [-100, 1000.0]], ['boundary control 1', ['C', 50, 1, 100, False], [0, 0.0]], ['normal control 1', ['C', 101.25, 2, 100, False], [0, 0.0]], ['normal control 2', ['C', 101.25, -1, 50, False], [0, 0.0]], ['normal control 3', ['C', 42.5, 1, 100, False], [0, 0.0]]], [['regression cash leg sign 1', ['P', 42.5, 2, 150, True], [-300, 12750.0]], ['regression cash leg sign 2', ['P', 10, -1, 150, True], [150, -1500.0]], ['partial repair probe 1', ['C', 10, -1, 133, True], [-133, 1330.0]], ['partial repair probe 2', ['C', 250, -3, 50, True], [-150, 37500.0]], ['boundary control 1', ['C', 50, 1, 100, False], [0, 0.0]], ['normal control 1', ['P', 101.25, -3, 50, False], [0, 0.0]], ['normal control 2', ['P', 101.25, 2, 133, False], [0, 0.0]], ['normal control 3', ['C', 101.25, 5, 100, False], [0, 0.0]]], [['regression cash leg sign 1', ['C', 250, 1, 100, True], [100, -25000.0]], ['regression cash leg sign 2', ['P', 250, 1, 50, True], [-50, 12500.0]], ['partial repair probe 1', ['C', 101.25, -3, 100, True], [-300, 30375.0]], ['partial repair probe 2', ['C', 250, -3, 100, True], [-300, 75000.0]], ['boundary control 1', ['C', 50, 1, 100, False], [0, 0.0]], ['normal control 1', ['C', 101.25, -3, 133, False], [0, 0.0]], ['normal control 2', ['C', 10, 5, 50, False], [0, 0.0]], ['normal control 3', ['C', 101.25, -1, 50, False], [0, 0.0]]]]\nfor label, args, expected in fixtures[N-1]:\n    check(label, solve(*args), expected)\nprint(json.dumps({\"observations\": observations, \"passed\": all(x[\"passed\"] for x in observations)}, ensure_ascii=False))\nraise SystemExit(0 if all(x[\"passed\"] for x in observations) else 1)\n"},"fixed":{"sha256":"b735e41dc26740f13b61abfdd3b9de30c212f041827d74ca554aca959f583078","source":"\"\"\"Failure Map reference implementation. Python standard library only.\"\"\"\nimport json\n\nN = 1\nobservations = []\ndef solve(kind, strike, contracts, deliverable, exercised):\n    if not exercised:\n        return [0, 0.0]\n    n = abs(contracts) * deliverable\n    k = round(strike * 100)\n    direction = 1 if kind == 'C' else -1\n    if contracts < 0:\n        direction = -direction\n    shares = direction * n\n    cash = -direction * n * k\n    return [shares, cash / 100]\ndef check(label, actual, expected):\n    observations.append({\"check\": label, \"actual\": actual, \"expected\": expected, \"passed\": actual == expected})\nfixtures = [[['regression cash leg sign 1', ['P', 101.25, 5, 150, True], [-750, 75937.5]], ['regression cash leg sign 2', ['C', 10, 5, 150, True], [750, -7500.0]], ['partial repair probe 1', ['P', 10, 1, 50, True], [-50, 500.0]], ['partial repair probe 2', ['P', 42.5, 1, 133, True], [-133, 5652.5]], ['boundary control 1', ['C', 50, 1, 100, False], [0, 0.0]], ['normal control 1', ['P', 42.5, -3, 150, False], [0, 0.0]], ['normal control 2', ['C', 250, -1, 100, False], [0, 0.0]], ['normal control 3', ['C', 42.5, 2, 150, False], [0, 0.0]]], [['regression cash leg sign 1', ['P', 101.25, 5, 50, True], [-250, 25312.5]], ['regression cash leg sign 2', ['C', 250, -1, 100, True], [-100, 25000.0]], ['partial repair probe 1', ['P', 101.25, 5, 150, True], [-750, 75937.5]], ['partial repair probe 2', ['P', 42.5, 2, 100, True], [-200, 8500.0]], ['boundary control 1', ['C', 50, 1, 100, False], [0, 0.0]], ['normal control 1', ['C', 101.25, 1, 133, False], [0, 0.0]], ['normal control 2', ['P', 101.25, -1, 100, False], [0, 0.0]], ['normal control 3', ['P', 10, 5, 100, False], [0, 0.0]]], [['regression cash leg sign 1', ['C', 250, -3, 50, True], [-150, 37500.0]], ['regression cash leg sign 2', ['C', 42.5, 2, 50, True], [100, -4250.0]], ['partial repair probe 1', ['P', 101.25, 5, 150, True], [-750, 75937.5]], ['partial repair probe 2', ['C', 10, -1, 100, True], [-100, 1000.0]], ['boundary control 1', ['C', 50, 1, 100, False], [0, 0.0]], ['normal control 1', ['C', 101.25, 2, 100, False], [0, 0.0]], ['normal control 2', ['C', 101.25, -1, 50, False], [0, 0.0]], ['normal control 3', ['C', 42.5, 1, 100, False], [0, 0.0]]], [['regression cash leg sign 1', ['P', 42.5, 2, 150, True], [-300, 12750.0]], ['regression cash leg sign 2', ['P', 10, -1, 150, True], [150, -1500.0]], ['partial repair probe 1', ['C', 10, -1, 133, True], [-133, 1330.0]], ['partial repair probe 2', ['C', 250, -3, 50, True], [-150, 37500.0]], ['boundary control 1', ['C', 50, 1, 100, False], [0, 0.0]], ['normal control 1', ['P', 101.25, -3, 50, False], [0, 0.0]], ['normal control 2', ['P', 101.25, 2, 133, False], [0, 0.0]], ['normal control 3', ['C', 101.25, 5, 100, False], [0, 0.0]]], [['regression cash leg sign 1', ['C', 250, 1, 100, True], [100, -25000.0]], ['regression cash leg sign 2', ['P', 250, 1, 50, True], [-50, 12500.0]], ['partial repair probe 1', ['C', 101.25, -3, 100, True], [-300, 30375.0]], ['partial repair probe 2', ['C', 250, -3, 100, True], [-300, 75000.0]], ['boundary control 1', ['C', 50, 1, 100, False], [0, 0.0]], ['normal control 1', ['C', 101.25, -3, 133, False], [0, 0.0]], ['normal control 2', ['C', 10, 5, 50, False], [0, 0.0]], ['normal control 3', ['C', 101.25, -1, 50, False], [0, 0.0]]]]\nfor label, args, expected in fixtures[N-1]:\n    check(label, solve(*args), expected)\nprint(json.dumps({\"observations\": observations, \"passed\": all(x[\"passed\"] for x in observations)}, ensure_ascii=False))\nraise SystemExit(0 if all(x[\"passed\"] for x in observations) else 1)\n"}},"limitations":"A deterministic toy contract stated explicitly in the contract field; no claim of conformance to any exchange or clearing rulebook. This reproducer isolates one failure mechanism. Results cover the supplied fixtures. Variants within a family share a test contract and should remain grouped when constructing evaluation splits. Related mechanisms with a shared evaluation_group must also remain together; these controlled models are not independent production incidents.","method":"Deterministic executable model with adversarial boundary fixtures.","provenance":{"created_by":"Failure Map","dependencies":"Python standard library","family":"w2-options_payoff_and_settlement-physical-delivery-cash-leg-sign","generated_at":"2026-09-29T14:46:54.770510+00:00","license":"CC0-1.0","python":"3.12.14","seed":1,"split":"open-access"},"relevance":"Option expiry, exercise and settlement engines move cash and shares; a wrong branch misstates obligations.","repair":"Cash flows opposite to the share movement.","root_cause":"The cash leg uses +direction instead of -direction.","sha256":"9bb71196db94be7f38c6de418062fc2046a8ca7751e4faa5e8e8e9977379c85a","title":"Physical delivery on exercise and assignment: cash moves in the same direction as shares · case 01","variant":1,"variant_policy":"Five numbered records share a model and may reuse boundary fixtures.","verification":{"attempt":{"elapsed_ms":38.379,"exit_code":1,"observations":[{"actual":[-750,-75937.5],"check":"regression cash leg sign 1","expected":[-750,75937.5],"passed":false},{"actual":[750,-7500.0],"check":"regression cash leg sign 2","expected":[750,-7500.0],"passed":true},{"actual":[-50,-500.0],"check":"partial repair probe 1","expected":[-50,500.0],"passed":false},{"actual":[-133,-5652.5],"check":"partial repair probe 2","expected":[-133,5652.5],"passed":false},{"actual":[0,0.0],"check":"boundary control 1","expected":[0,0.0],"passed":true},{"actual":[0,0.0],"check":"normal control 1","expected":[0,0.0],"passed":true},{"actual":[0,0.0],"check":"normal control 2","expected":[0,0.0],"passed":true},{"actual":[0,0.0],"check":"normal control 3","expected":[0,0.0],"passed":true}],"passed":false,"stderr":"","stdout":"{\"observations\": [{\"check\": \"regression cash leg sign 1\", \"actual\": [-750, -75937.5], \"expected\": [-750, 75937.5], \"passed\": false}, {\"check\": \"regression cash leg sign 2\", \"actual\": [750, -7500.0], \"expected\": [750, -7500.0], \"passed\": true}, {\"check\": \"partial repair probe 1\", \"actual\": [-50, -500.0], \"expected\": [-50, 500.0], \"passed\": false}, {\"check\": \"partial repair probe 2\", \"actual\": [-133, -5652.5], \"expected\": [-133, 5652.5], \"passed\": false}, {\"check\": \"boundary control 1\", \"actual\": [0, 0.0], \"expected\": [0, 0.0], \"passed\": true}, {\"check\": \"normal control 1\", \"actual\": [0, 0.0], \"expected\": [0, 0.0], \"passed\": true}, {\"check\": \"normal control 2\", \"actual\": [0, 0.0], \"expected\": [0, 0.0], \"passed\": true}, {\"check\": \"normal control 3\", \"actual\": [0, 0.0], \"expected\": [0, 0.0], \"passed\": true}], \"passed\": false}\n"},"broken":{"elapsed_ms":38.241,"exit_code":1,"observations":[{"actual":[-750,-75937.5],"check":"regression cash leg sign 1","expected":[-750,75937.5],"passed":false},{"actual":[750,7500.0],"check":"regression cash leg sign 2","expected":[750,-7500.0],"passed":false},{"actual":[-50,-500.0],"check":"partial repair probe 1","expected":[-50,500.0],"passed":false},{"actual":[-133,-5652.5],"check":"partial repair probe 2","expected":[-133,5652.5],"passed":false},{"actual":[0,0.0],"check":"boundary control 1","expected":[0,0.0],"passed":true},{"actual":[0,0.0],"check":"normal control 1","expected":[0,0.0],"passed":true},{"actual":[0,0.0],"check":"normal control 2","expected":[0,0.0],"passed":true},{"actual":[0,0.0],"check":"normal control 3","expected":[0,0.0],"passed":true}],"passed":false,"stderr":"","stdout":"{\"observations\": [{\"check\": \"regression cash leg sign 1\", \"actual\": [-750, -75937.5], \"expected\": [-750, 75937.5], \"passed\": false}, {\"check\": \"regression cash leg sign 2\", \"actual\": [750, 7500.0], \"expected\": [750, -7500.0], \"passed\": false}, {\"check\": \"partial repair probe 1\", \"actual\": [-50, -500.0], \"expected\": [-50, 500.0], \"passed\": false}, {\"check\": \"partial repair probe 2\", \"actual\": [-133, -5652.5], \"expected\": [-133, 5652.5], \"passed\": false}, {\"check\": \"boundary control 1\", \"actual\": [0, 0.0], \"expected\": [0, 0.0], \"passed\": true}, {\"check\": \"normal control 1\", \"actual\": [0, 0.0], \"expected\": [0, 0.0], \"passed\": true}, {\"check\": \"normal control 2\", \"actual\": [0, 0.0], \"expected\": [0, 0.0], \"passed\": true}, {\"check\": \"normal control 3\", \"actual\": [0, 0.0], \"expected\": [0, 0.0], \"passed\": true}], \"passed\": false}\n"},"fixed":{"elapsed_ms":40.915,"exit_code":0,"observations":[{"actual":[-750,75937.5],"check":"regression cash leg sign 1","expected":[-750,75937.5],"passed":true},{"actual":[750,-7500.0],"check":"regression cash leg sign 2","expected":[750,-7500.0],"passed":true},{"actual":[-50,500.0],"check":"partial repair probe 1","expected":[-50,500.0],"passed":true},{"actual":[-133,5652.5],"check":"partial repair probe 2","expected":[-133,5652.5],"passed":true},{"actual":[0,0.0],"check":"boundary control 1","expected":[0,0.0],"passed":true},{"actual":[0,0.0],"check":"normal control 1","expected":[0,0.0],"passed":true},{"actual":[0,0.0],"check":"normal control 2","expected":[0,0.0],"passed":true},{"actual":[0,0.0],"check":"normal control 3","expected":[0,0.0],"passed":true}],"passed":true,"stderr":"","stdout":"{\"observations\": [{\"check\": \"regression cash leg sign 1\", \"actual\": [-750, 75937.5], \"expected\": [-750, 75937.5], \"passed\": true}, {\"check\": \"regression cash leg sign 2\", \"actual\": [750, -7500.0], \"expected\": [750, -7500.0], \"passed\": true}, {\"check\": \"partial repair probe 1\", \"actual\": [-50, 500.0], \"expected\": [-50, 500.0], \"passed\": true}, {\"check\": \"partial repair probe 2\", \"actual\": [-133, 5652.5], \"expected\": [-133, 5652.5], \"passed\": true}, {\"check\": \"boundary control 1\", \"actual\": [0, 0.0], \"expected\": [0, 0.0], \"passed\": true}, {\"check\": \"normal control 1\", \"actual\": [0, 0.0], \"expected\": [0, 0.0], \"passed\": true}, {\"check\": \"normal control 2\", \"actual\": [0, 0.0], \"expected\": [0, 0.0], \"passed\": true}, {\"check\": \"normal control 3\", \"actual\": [0, 0.0], \"expected\": [0, 0.0], \"passed\": true}], \"passed\": true}\n"}},"verified":true,"visibility":"public"}