{
  "provenance": "Original deterministic teaching constraints; no vendor data inputs; no random perturbation of any market series.",
  "case": {
    "instrument": "ORBIT (fictional)",
    "expiry": "E (fictional)",
    "multiplier": 100,
    "quantity_each_leg": 1,
    "fee_per_contract_per_side": "0.65",
    "cash": "1000.00",
    "quotes": [
      {
        "snapshot": "A",
        "remaining_sessions": 12,
        "stock": "63.00",
        "strike": "60.00",
        "bid": "4.10",
        "ask": "4.30"
      },
      {
        "snapshot": "A",
        "remaining_sessions": 12,
        "stock": "63.00",
        "strike": "65.00",
        "bid": "1.20",
        "ask": "1.40"
      },
      {
        "snapshot": "B",
        "remaining_sessions": 5,
        "stock": "64.00",
        "strike": "60.00",
        "bid": "4.80",
        "ask": "5.00"
      },
      {
        "snapshot": "B",
        "remaining_sessions": 5,
        "stock": "64.00",
        "strike": "65.00",
        "bid": "1.80",
        "ask": "2.00"
      }
    ],
    "assumptions": "Two American-style physically settled calls with same expiry and multiplier. Both legs filled together at each stated snapshot. No early exercise/assignment, dividends or corporate actions. Both legs closed at B; no other charges or taxes."
  }
}