{"abstract":"Adjusted contracts after corporate actions deliver the wrong share count.","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":"Using the deliverable for shares but 100 for cash splits the two legs.","family":"w2-options_payoff_and_settlement-physical-delivery-adjusted-deliverable","id":"FA-61381","implementations":{"attempt":{"sha256":"fb7208c6a87db3337044be993c1b2bcda497fbddcde6f8a2ed7ec9ae10a1dfe6","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 * abs(contracts) * 100 * 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 adjusted deliverable 1', ['P', 250, -3, 50, True], [150, -37500.0]], ['regression adjusted deliverable 2', ['C', 101.25, 5, 150, True], [750, -75937.5]], ['partial repair probe 1', ['P', 10, -3, 150, True], [450, -4500.0]], ['partial repair probe 2', ['C', 101.25, 5, 50, True], [250, -25312.5]], ['boundary control 1', ['C', 50, 1, 100, True], [100, -5000.0]], ['boundary control 2', ['P', 50, -1, 100, True], [100, -5000.0]], ['normal control 1', ['C', 10, -3, 50, False], [0, 0.0]], ['normal control 2', ['C', 10, 1, 100, True], [100, -1000.0]]], [['regression adjusted deliverable 1', ['C', 42.5, 5, 50, True], [250, -10625.0]], ['regression adjusted deliverable 2', ['P', 101.25, -3, 50, True], [150, -15187.5]], ['partial repair probe 1', ['C', 101.25, 2, 150, True], [300, -30375.0]], ['partial repair probe 2', ['C', 42.5, -3, 150, True], [-450, 19125.0]], ['boundary control 1', ['C', 50, 1, 100, False], [0, 0.0]], ['boundary control 2', ['P', 50, -1, 100, True], [100, -5000.0]], ['normal control 1', ['P', 42.5, -1, 100, True], [100, -4250.0]], ['normal control 2', ['P', 101.25, -1, 100, True], [100, -10125.0]]], [['regression adjusted deliverable 1', ['C', 250, 2, 150, True], [300, -75000.0]], ['regression adjusted deliverable 2', ['P', 101.25, 1, 50, True], [-50, 5062.5]], ['partial repair probe 1', ['C', 101.25, -1, 150, True], [-150, 15187.5]], ['partial repair probe 2', ['P', 42.5, 5, 50, True], [-250, 10625.0]], ['boundary control 1', ['C', 50, 1, 100, False], [0, 0.0]], ['boundary control 2', ['C', 50, 1, 100, True], [100, -5000.0]], ['normal control 1', ['C', 250, -1, 50, False], [0, 0.0]], ['normal control 2', ['P', 42.5, 2, 100, True], [-200, 8500.0]]], [['regression adjusted deliverable 1', ['P', 250, 5, 50, True], [-250, 62500.0]], ['regression adjusted deliverable 2', ['C', 250, 1, 50, True], [50, -12500.0]], ['partial repair probe 1', ['P', 10, 5, 133, True], [-665, 6650.0]], ['partial repair probe 2', ['P', 250, 1, 50, True], [-50, 12500.0]], ['boundary control 1', ['P', 50, -1, 100, True], [100, -5000.0]], ['boundary control 2', ['C', 50, 1, 100, False], [0, 0.0]], ['normal control 1', ['C', 10, -1, 133, False], [0, 0.0]], ['normal control 2', ['C', 10, -3, 100, False], [0, 0.0]]], [['regression adjusted deliverable 1', ['C', 250, -1, 150, True], [-150, 37500.0]], ['regression adjusted deliverable 2', ['P', 250, 1, 50, True], [-50, 12500.0]], ['partial repair probe 1', ['C', 250, -1, 133, True], [-133, 33250.0]], ['partial repair probe 2', ['C', 42.5, -3, 50, True], [-150, 6375.0]], ['boundary control 1', ['C', 50, 1, 100, True], [100, -5000.0]], ['boundary control 2', ['C', 50, 1, 100, False], [0, 0.0]], ['normal control 1', ['C', 42.5, 2, 100, False], [0, 0.0]], ['normal control 2', ['C', 10, -1, 100, True], [-100, 1000.0]]]]\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":"9e1db56880ea48fc3357ee6bf769a42f61cbb7a6c30d37a982fb5b1d0e6e4b72","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) * 100\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 adjusted deliverable 1', ['P', 250, -3, 50, True], [150, -37500.0]], ['regression adjusted deliverable 2', ['C', 101.25, 5, 150, True], [750, -75937.5]], ['partial repair probe 1', ['P', 10, -3, 150, True], [450, -4500.0]], ['partial repair probe 2', ['C', 101.25, 5, 50, True], [250, -25312.5]], ['boundary control 1', ['C', 50, 1, 100, True], [100, -5000.0]], ['boundary control 2', ['P', 50, -1, 100, True], [100, -5000.0]], ['normal control 1', ['C', 10, -3, 50, False], [0, 0.0]], ['normal control 2', ['C', 10, 1, 100, True], [100, -1000.0]]], [['regression adjusted deliverable 1', ['C', 42.5, 5, 50, True], [250, -10625.0]], ['regression adjusted deliverable 2', ['P', 101.25, -3, 50, True], [150, -15187.5]], ['partial repair probe 1', ['C', 101.25, 2, 150, True], [300, -30375.0]], ['partial repair probe 2', ['C', 42.5, -3, 150, True], [-450, 19125.0]], ['boundary control 1', ['C', 50, 1, 100, False], [0, 0.0]], ['boundary control 2', ['P', 50, -1, 100, True], [100, -5000.0]], ['normal control 1', ['P', 42.5, -1, 100, True], [100, -4250.0]], ['normal control 2', ['P', 101.25, -1, 100, True], [100, -10125.0]]], [['regression adjusted deliverable 1', ['C', 250, 2, 150, True], [300, -75000.0]], ['regression adjusted deliverable 2', ['P', 101.25, 1, 50, True], [-50, 5062.5]], ['partial repair probe 1', ['C', 101.25, -1, 150, True], [-150, 15187.5]], ['partial repair probe 2', ['P', 42.5, 5, 50, True], [-250, 10625.0]], ['boundary control 1', ['C', 50, 1, 100, False], [0, 0.0]], ['boundary control 2', ['C', 50, 1, 100, True], [100, -5000.0]], ['normal control 1', ['C', 250, -1, 50, False], [0, 0.0]], ['normal control 2', ['P', 42.5, 2, 100, True], [-200, 8500.0]]], [['regression adjusted deliverable 1', ['P', 250, 5, 50, True], [-250, 62500.0]], ['regression adjusted deliverable 2', ['C', 250, 1, 50, True], [50, -12500.0]], ['partial repair probe 1', ['P', 10, 5, 133, True], [-665, 6650.0]], ['partial repair probe 2', ['P', 250, 1, 50, True], [-50, 12500.0]], ['boundary control 1', ['P', 50, -1, 100, True], [100, -5000.0]], ['boundary control 2', ['C', 50, 1, 100, False], [0, 0.0]], ['normal control 1', ['C', 10, -1, 133, False], [0, 0.0]], ['normal control 2', ['C', 10, -3, 100, False], [0, 0.0]]], [['regression adjusted deliverable 1', ['C', 250, -1, 150, True], [-150, 37500.0]], ['regression adjusted deliverable 2', ['P', 250, 1, 50, True], [-50, 12500.0]], ['partial repair probe 1', ['C', 250, -1, 133, True], [-133, 33250.0]], ['partial repair probe 2', ['C', 42.5, -3, 50, True], [-150, 6375.0]], ['boundary control 1', ['C', 50, 1, 100, True], [100, -5000.0]], ['boundary control 2', ['C', 50, 1, 100, False], [0, 0.0]], ['normal control 1', ['C', 42.5, 2, 100, False], [0, 0.0]], ['normal control 2', ['C', 10, -1, 100, True], [-100, 1000.0]]]]\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":"fcc7a22bb6904f47c74e235ee928bb4182670d59622b7a0649e4f57b3e0a5a55","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 adjusted deliverable 1', ['P', 250, -3, 50, True], [150, -37500.0]], ['regression adjusted deliverable 2', ['C', 101.25, 5, 150, True], [750, -75937.5]], ['partial repair probe 1', ['P', 10, -3, 150, True], [450, -4500.0]], ['partial repair probe 2', ['C', 101.25, 5, 50, True], [250, -25312.5]], ['boundary control 1', ['C', 50, 1, 100, True], [100, -5000.0]], ['boundary control 2', ['P', 50, -1, 100, True], [100, -5000.0]], ['normal control 1', ['C', 10, -3, 50, False], [0, 0.0]], ['normal control 2', ['C', 10, 1, 100, True], [100, -1000.0]]], [['regression adjusted deliverable 1', ['C', 42.5, 5, 50, True], [250, -10625.0]], ['regression adjusted deliverable 2', ['P', 101.25, -3, 50, True], [150, -15187.5]], ['partial repair probe 1', ['C', 101.25, 2, 150, True], [300, -30375.0]], ['partial repair probe 2', ['C', 42.5, -3, 150, True], [-450, 19125.0]], ['boundary control 1', ['C', 50, 1, 100, False], [0, 0.0]], ['boundary control 2', ['P', 50, -1, 100, True], [100, -5000.0]], ['normal control 1', ['P', 42.5, -1, 100, True], [100, -4250.0]], ['normal control 2', ['P', 101.25, -1, 100, True], [100, -10125.0]]], [['regression adjusted deliverable 1', ['C', 250, 2, 150, True], [300, -75000.0]], ['regression adjusted deliverable 2', ['P', 101.25, 1, 50, True], [-50, 5062.5]], ['partial repair probe 1', ['C', 101.25, -1, 150, True], [-150, 15187.5]], ['partial repair probe 2', ['P', 42.5, 5, 50, True], [-250, 10625.0]], ['boundary control 1', ['C', 50, 1, 100, False], [0, 0.0]], ['boundary control 2', ['C', 50, 1, 100, True], [100, -5000.0]], ['normal control 1', ['C', 250, -1, 50, False], [0, 0.0]], ['normal control 2', ['P', 42.5, 2, 100, True], [-200, 8500.0]]], [['regression adjusted deliverable 1', ['P', 250, 5, 50, True], [-250, 62500.0]], ['regression adjusted deliverable 2', ['C', 250, 1, 50, True], [50, -12500.0]], ['partial repair probe 1', ['P', 10, 5, 133, True], [-665, 6650.0]], ['partial repair probe 2', ['P', 250, 1, 50, True], [-50, 12500.0]], ['boundary control 1', ['P', 50, -1, 100, True], [100, -5000.0]], ['boundary control 2', ['C', 50, 1, 100, False], [0, 0.0]], ['normal control 1', ['C', 10, -1, 133, False], [0, 0.0]], ['normal control 2', ['C', 10, -3, 100, False], [0, 0.0]]], [['regression adjusted deliverable 1', ['C', 250, -1, 150, True], [-150, 37500.0]], ['regression adjusted deliverable 2', ['P', 250, 1, 50, True], [-50, 12500.0]], ['partial repair probe 1', ['C', 250, -1, 133, True], [-133, 33250.0]], ['partial repair probe 2', ['C', 42.5, -3, 50, True], [-150, 6375.0]], ['boundary control 1', ['C', 50, 1, 100, True], [100, -5000.0]], ['boundary control 2', ['C', 50, 1, 100, False], [0, 0.0]], ['normal control 1', ['C', 42.5, 2, 100, False], [0, 0.0]], ['normal control 2', ['C', 10, -1, 100, True], [-100, 1000.0]]]]\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-adjusted-deliverable","generated_at":"2026-09-29T14:46:54.801619+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":"Multiply contracts by the actual deliverable per contract.","root_cause":"The share count uses a standard 100-share deliverable.","sha256":"a7cd4411f8321ed046dbeca2e02844bf3e1559f42741f4a933c9eb8554ef4f94","title":"Physical delivery on exercise and assignment: every contract is assumed to deliver 100 shares · case 01","variant":1,"variant_policy":"Five numbered records share a model and may reuse boundary fixtures.","verification":{"attempt":{"elapsed_ms":38.77,"exit_code":1,"observations":[{"actual":[150,-75000.0],"check":"regression adjusted deliverable 1","expected":[150,-37500.0],"passed":false},{"actual":[750,-50625.0],"check":"regression adjusted deliverable 2","expected":[750,-75937.5],"passed":false},{"actual":[450,-3000.0],"check":"partial repair probe 1","expected":[450,-4500.0],"passed":false},{"actual":[250,-50625.0],"check":"partial repair probe 2","expected":[250,-25312.5],"passed":false},{"actual":[100,-5000.0],"check":"boundary control 1","expected":[100,-5000.0],"passed":true},{"actual":[100,-5000.0],"check":"boundary control 2","expected":[100,-5000.0],"passed":true},{"actual":[0,0.0],"check":"normal control 1","expected":[0,0.0],"passed":true},{"actual":[100,-1000.0],"check":"normal control 2","expected":[100,-1000.0],"passed":true}],"passed":false,"stderr":"","stdout":"{\"observations\": [{\"check\": \"regression adjusted deliverable 1\", \"actual\": [150, -75000.0], \"expected\": [150, -37500.0], \"passed\": false}, {\"check\": \"regression adjusted deliverable 2\", \"actual\": [750, -50625.0], \"expected\": [750, -75937.5], \"passed\": false}, {\"check\": \"partial repair probe 1\", \"actual\": [450, -3000.0], \"expected\": [450, -4500.0], \"passed\": false}, {\"check\": \"partial repair probe 2\", \"actual\": [250, -50625.0], \"expected\": [250, -25312.5], \"passed\": false}, {\"check\": \"boundary control 1\", \"actual\": [100, -5000.0], \"expected\": [100, -5000.0], \"passed\": true}, {\"check\": \"boundary control 2\", \"actual\": [100, -5000.0], \"expected\": [100, -5000.0], \"passed\": true}, {\"check\": \"normal control 1\", \"actual\": [0, 0.0], \"expected\": [0, 0.0], \"passed\": true}, {\"check\": \"normal control 2\", \"actual\": [100, -1000.0], \"expected\": [100, -1000.0], \"passed\": true}], \"passed\": false}\n"},"broken":{"elapsed_ms":36.81,"exit_code":1,"observations":[{"actual":[300,-75000.0],"check":"regression adjusted deliverable 1","expected":[150,-37500.0],"passed":false},{"actual":[500,-50625.0],"check":"regression adjusted deliverable 2","expected":[750,-75937.5],"passed":false},{"actual":[300,-3000.0],"check":"partial repair probe 1","expected":[450,-4500.0],"passed":false},{"actual":[500,-50625.0],"check":"partial repair probe 2","expected":[250,-25312.5],"passed":false},{"actual":[100,-5000.0],"check":"boundary control 1","expected":[100,-5000.0],"passed":true},{"actual":[100,-5000.0],"check":"boundary control 2","expected":[100,-5000.0],"passed":true},{"actual":[0,0.0],"check":"normal control 1","expected":[0,0.0],"passed":true},{"actual":[100,-1000.0],"check":"normal control 2","expected":[100,-1000.0],"passed":true}],"passed":false,"stderr":"","stdout":"{\"observations\": [{\"check\": \"regression adjusted deliverable 1\", \"actual\": [300, -75000.0], \"expected\": [150, -37500.0], \"passed\": false}, {\"check\": \"regression adjusted deliverable 2\", \"actual\": [500, -50625.0], \"expected\": [750, -75937.5], \"passed\": false}, {\"check\": \"partial repair probe 1\", \"actual\": [300, -3000.0], \"expected\": [450, -4500.0], \"passed\": false}, {\"check\": \"partial repair probe 2\", \"actual\": [500, -50625.0], \"expected\": [250, -25312.5], \"passed\": false}, {\"check\": \"boundary control 1\", \"actual\": [100, -5000.0], \"expected\": [100, -5000.0], \"passed\": true}, {\"check\": \"boundary control 2\", \"actual\": [100, -5000.0], \"expected\": [100, -5000.0], \"passed\": true}, {\"check\": \"normal control 1\", \"actual\": [0, 0.0], \"expected\": [0, 0.0], \"passed\": true}, {\"check\": \"normal control 2\", \"actual\": [100, -1000.0], \"expected\": [100, -1000.0], \"passed\": true}], \"passed\": false}\n"},"fixed":{"elapsed_ms":38.927,"exit_code":0,"observations":[{"actual":[150,-37500.0],"check":"regression adjusted deliverable 1","expected":[150,-37500.0],"passed":true},{"actual":[750,-75937.5],"check":"regression adjusted deliverable 2","expected":[750,-75937.5],"passed":true},{"actual":[450,-4500.0],"check":"partial repair probe 1","expected":[450,-4500.0],"passed":true},{"actual":[250,-25312.5],"check":"partial repair probe 2","expected":[250,-25312.5],"passed":true},{"actual":[100,-5000.0],"check":"boundary control 1","expected":[100,-5000.0],"passed":true},{"actual":[100,-5000.0],"check":"boundary control 2","expected":[100,-5000.0],"passed":true},{"actual":[0,0.0],"check":"normal control 1","expected":[0,0.0],"passed":true},{"actual":[100,-1000.0],"check":"normal control 2","expected":[100,-1000.0],"passed":true}],"passed":true,"stderr":"","stdout":"{\"observations\": [{\"check\": \"regression adjusted deliverable 1\", \"actual\": [150, -37500.0], \"expected\": [150, -37500.0], \"passed\": true}, {\"check\": \"regression adjusted deliverable 2\", \"actual\": [750, -75937.5], \"expected\": [750, -75937.5], \"passed\": true}, {\"check\": \"partial repair probe 1\", \"actual\": [450, -4500.0], \"expected\": [450, -4500.0], \"passed\": true}, {\"check\": \"partial repair probe 2\", \"actual\": [250, -25312.5], \"expected\": [250, -25312.5], \"passed\": true}, {\"check\": \"boundary control 1\", \"actual\": [100, -5000.0], \"expected\": [100, -5000.0], \"passed\": true}, {\"check\": \"boundary control 2\", \"actual\": [100, -5000.0], \"expected\": [100, -5000.0], \"passed\": true}, {\"check\": \"normal control 1\", \"actual\": [0, 0.0], \"expected\": [0, 0.0], \"passed\": true}, {\"check\": \"normal control 2\", \"actual\": [100, -1000.0], \"expected\": [100, -1000.0], \"passed\": true}], \"passed\": true}\n"}},"verified":true,"visibility":"public"}