diff --git a/backend/routers/strategy_builder.py b/backend/routers/strategy_builder.py
index 568bcfc..17aaabc 100644
--- a/backend/routers/strategy_builder.py
+++ b/backend/routers/strategy_builder.py
@@ -320,6 +320,11 @@ def price(req: PriceRequest):
                 "max_gain": result.get("max_gain"), "max_loss": result.get("max_loss"),
                 "bounded_risk": bounded_risk,
             },
+            # Exact per-leg quote (exec_price/mid) actually used to build entry_cost — lets
+            # entry_cost be reconciled by hand against THIS number, instead of whatever the
+            # leg dropdown's own (independently-fetched, possibly a few seconds older/newer)
+            # chain snapshot happens to show at the moment of reading the screen.
+            "leg_prices": result.get("leg_prices"),
             "risk_debug": result.get("risk_debug"),
         },
     )
diff --git a/backend/services/strategy_engine.py b/backend/services/strategy_engine.py
index 530e62a..304c59e 100644
--- a/backend/services/strategy_engine.py
+++ b/backend/services/strategy_engine.py
@@ -173,12 +173,19 @@ def price_combo(
 
     entry_ref = 0.0
     entry_ref_mid = 0.0
+    leg_prices = []  # exact per-leg quote actually used — for reconciling entry_cost by hand
     for leg in legs:
         ep = entry_price(leg, chain_slice, surface_now, r)
         sign = _sign(leg)
         qty = leg.get("quantity", 1)
         entry_ref += sign * ep["exec_price"] * qty * contract_size
         entry_ref_mid += sign * ep["mid"] * qty * contract_size
+        leg_prices.append({
+            "expiry_date": leg.get("expiry_date"), "strike": leg.get("strike"),
+            "option_type": leg.get("option_type"), "position": leg.get("position"), "quantity": qty,
+            "exec_price": round(ep["exec_price"], 6), "mid": round(ep["mid"], 6),
+            "contribution": round(sign * ep["exec_price"] * qty * contract_size, 2),
+        })
 
     # Scenario exit: apply each leg's own bid/ask spread (est. from entry quote) to the
     # theoretical scenario value, since we don't have a live quote for the future date.
@@ -225,6 +232,7 @@ def price_combo(
         "max_loss": bounded["max_loss"],
         "bounded_risk": bounded["bounded"],
         "risk_debug": bounded.get("risk_debug"),
+        "leg_prices": leg_prices,
         "greeks_now": greeks_at(legs, spot_now, 0, surface_now, r),
         "greeks_scenario": greeks_at(legs, spot_scenario, horizon_days, surface_scenario, r),
         "net_delta_now": delta_now,