Surface Scenarios
derivatives-pricer-production.up.railway.app · 7 paid endpoints · listed 2026-10-27
When to use: you already have model inputs (S or forward mark, K, T, r, σ) and need fair value + hedge ratios — not market-premium IV. European BSM price + analytic Greeks (delta, gamma, vega, theta, rho). Works for equity spots and power/commodity forwards (use the maturity mark as spot). USDC exact on Solana/Base. Free fixed sample: GET /v1/demo/option-price.
Paid endpoints
| Method | Endpoint | Price | Networks |
|---|---|---|---|
| POST | derivatives-pricer-production.up.railway.app/v1/option/price When to use: you already have model inputs (S or forward mark, K, T, r, σ) and need fair value + hedge ratios — not market-premium IV. European BSM price + anal | $0.01 | Solana |
| POST | derivatives-pricer-production.up.railway.app/v1/option/implied-vol When to use: one market premium → need σ̂ + Greeks; cheaper/faster than a full surface. Solves Black-Scholes IV then prices Greeks at the solved σ. Same engine | $0.03 | Solana |
| POST | derivatives-pricer-production.up.railway.app/v1/option/price-from-surface When to use: you already have an IV surface (k,T,σ) and need to price options on it — not invert premiums and not scalar σ. Interpolates total variance w=σ²T bi | $0.08 | Solana |
| POST | derivatives-pricer-production.up.railway.app/v1/volatility/surface When to use: book of market premiums → need IV grid + per-quote Greeks (not a single contract). Shared rate/yield; each row has its own underlying (power/commod | $0.10 | Solana |
| POST | derivatives-pricer-production.up.railway.app/v1/option/scenario-from-surface When to use: book reval on an IV surface under F/rate/time/vol shocks with sticky moneyness|strike|fixed_vol. Vol order: interpolate → volAbs → volRel → smileTw | $0.15 | Solana |
| POST | derivatives-pricer-production.up.railway.app/v1/portfolio/greeks When to use: multi-leg European book → need net MTM + net Greeks (long/short via signed quantity). Shared rate/yield; each leg has underlying, strike, T, type, | $0.15 | Solana |
| POST | derivatives-pricer-production.up.railway.app/v1/portfolio/scenario When to use: what-if P&L under relative spot/vol shocks and calendar time decay on a European book. Returns base MTM+Greeks and per-scenario shocked MTM, MTM ch | $0.25 | Solana |
Latest checks
| When | Endpoint | HTTP | ms | Result |
|---|---|---|---|---|
| 5 days ago | derivatives-pricer-production.up.railway.app/v1/option/implied-vol | 402 | 415 | valid x402 v2 terms |
Income on Base (7 days)
| Day | Transfers | USDC | |
|---|---|---|---|
| 2026-10-28 | 2 | $0.33 | |
| 2026-10-27 | 4 | $0.32 | |
| 2026-10-26 | 64 | $5.13 | |
| 2026-10-25 | 13 | $1.29 |
Is this your API?
<a href="https://logicnodes.io/observatory/p/derivatives-pricer-production.up.railway.app"><img src="https://logicnodes.io/observatory/badge/derivatives-pricer-production.up.railway.app.svg" alt="x402 status"></a>
Claim it for free with
x402_provider_claim (sign with your payout address), and get an alert within minutes when it stops answering with x402_monitor_create ($5 for 30 days). Both work over MCP (https://logicnodes.io/mcp/v2) or POST https://logicnodes.io/v1/tools/<tool>.Income is all USDC received by the provider's payout address on Base, whatever the source. Score: 0-100: 50 x share of checks in the last 72 h that returned valid x402 payment terms + 30 x min(1, log10(1 + USDC received in 7 days) / 4) + 20 x min(1, log10(1 + distinct payers in 7 days) / 3). A provider never checked scores on income only; income is all USDC received by its payout address on Base, whatever the source. JSON: /v1/observatory/providers/derivatives-pricer-production.up.railway.app