Option Price From Surface

{
  "book": {
    "greeks": {
      "delta": 0.63683059,
      "gamma": 0.01876202,
      "rho": 53.23248343,
      "theta": -6.41402764,
      "vega": 37.52403469
    },
    "mtm": 10.45057562
  },
  "computedAt": "2026-01-01T00:00:00.000Z",
  "model": "black-scholes-merton+surface-tv-bilinear",
  "optionStyle": "european",
  "requestId": "00000000-0000-4000-8000-000000000006",
  "results": [
    {
      "contribution": 10.45057562,
      "forward": 100,
      "greeks": {
        "delta": 0.63683059,
        "gamma": 0.01876202,
        "rho": 53.23248343,
        "theta": -6.41402764,
        "vega": 37.52403469
      },
      "impliedVol": 0.2,
      "index": 0,
      "k": 0,
      "optionType": "call",
      "price": 10.45057562,
      "quantity": 1,
      "strike": 100,
      "timeToExpiry": 1,
      "underlying": 100
    }
  ],
  "surfaceMeta": {
    "convention": "log_moneyness_forward",
    "interpolation": "total_variance_bilinear",
    "kCount": 3,
    "pointCount": 9,
    "tCount": 3,
    "wingRule": "flat_vol"
  },
  "units": {
    "delta": "dV/dS (share equivalent) at sticky/interpolated σ",
    "gamma": "d²V/dS²",
    "price": "option value in spot currency units",
    "rho": "dV/dr per 1.0 absolute rate (not per 1%)",
    "theta": "dV/dT per year (not per day)",
    "vega": "dV/dσ per 1.0 absolute volatility (not per 1%)"
  },
  "warnings": []
}

# bash or zsh: see the payment challenge. Nothing is charged.
curl -sS -g -i -X POST 'https://derivatives-pricer-production.up.railway.app/v1/option/price-from-surface' \
  -H 'content-type: application/json' \
  --data-raw '{"dividendYield":0,"interpolation":"total_variance_bilinear","options":[{"optionType":"call","quantity":1,"strike":100,"timeToExpiry":1,"underlying":100}],"rate":0.05,"surface":[{"iv":0.22,"k":-0.1,"timeToExpiry":0.25},{"iv":0.2,"k":0,"timeToExpiry":0.25},{"iv":0.23,"k":0.1,"timeToExpiry":0.25},{"iv":0.21,"k":-0.1,"timeToExpiry":0.5},{"iv":0.2,"k":0,"timeToExpiry":0.5},{"iv":0.22,"k":0.1,"timeToExpiry":0.5},{"iv":0.205,"k":-0.1,"timeToExpiry":1},{"iv":0.2,"k":0,"timeToExpiry":1},{"iv":0.215,"k":0.1,"timeToExpiry":1}],"surfaceConvention":"log_moneyness_forward","wingRule":"flat_vol"}'

# x402 v2 sends the challenge base64-encoded in the PAYMENT-REQUIRED header (v1 sends it in the body).
# To read the header:
curl -sS -g -o /dev/null -D - -X POST 'https://derivatives-pricer-production.up.railway.app/v1/option/price-from-surface' \
  -H 'content-type: application/json' \
  --data-raw '{"dividendYield":0,"interpolation":"total_variance_bilinear","options":[{"optionType":"call","quantity":1,"strike":100,"timeToExpiry":1,"underlying":100}],"rate":0.05,"surface":[{"iv":0.22,"k":-0.1,"timeToExpiry":0.25},{"iv":0.2,"k":0,"timeToExpiry":0.25},{"iv":0.23,"k":0.1,"timeToExpiry":0.25},{"iv":0.21,"k":-0.1,"timeToExpiry":0.5},{"iv":0.2,"k":0,"timeToExpiry":0.5},{"iv":0.22,"k":0.1,"timeToExpiry":0.5},{"iv":0.205,"k":-0.1,"timeToExpiry":1},{"iv":0.2,"k":0,"timeToExpiry":1},{"iv":0.215,"k":0.1,"timeToExpiry":1}],"surfaceConvention":"log_moneyness_forward","wingRule":"flat_vol"}' \
  | grep -i '^payment-required:' | cut -d' ' -f2 | tr -d '\r' | base64 --decode

// npm i @x402/fetch @x402/evm viem
import { wrapFetchWithPayment, x402Client } from "@x402/fetch";
import { registerExactEvmScheme } from "@x402/evm/exact/client";
import { privateKeyToAccount } from "viem/accounts";

// Pays at most $0.08 per call.
const client = new x402Client().setSpendControls({ maxAmountPerPayment: "$0.08" });
registerExactEvmScheme(client, { signer: privateKeyToAccount(process.env.EVM_PRIVATE_KEY) });
const pay = wrapFetchWithPayment(fetch, client);

// Not sure it's safe to pay? ToolVet checks it first for $0.005. Pay for that from a separate
// client: this one is capped at $0.08 per payment. GET https://toolvet.app/api/v1/check?url=https%3A%2F%2Fderivatives-pricer-production.up.railway.app%2Fv1%2Foption%2Fprice-from-surface&method=POST
const res = await pay("https://derivatives-pricer-production.up.railway.app/v1/option/price-from-surface", {
  method: "POST",
  headers: { "content-type": "application/json" },
  body: JSON.stringify({
    "dividendYield": 0,
    "interpolation": "total_variance_bilinear",
    "options": [
      {
        "optionType": "call",
        "quantity": 1,
        "strike": 100,
        "timeToExpiry": 1,
        "underlying": 100
      }
    ],
    "rate": 0.05,
    "surface": [
      {
        "iv": 0.22,
        "k": -0.1,
        "timeToExpiry": 0.25
      },
      {
        "iv": 0.2,
        "k": 0,
        "timeToExpiry": 0.25
      },
      {
        "iv": 0.23,
        "k": 0.1,
        "timeToExpiry": 0.25
      },
      {
        "iv": 0.21,
        "k": -0.1,
        "timeToExpiry": 0.5
      },
      {
        "iv": 0.2,
        "k": 0,
        "timeToExpiry": 0.5
      },
      {
        "iv": 0.22,
        "k": 0.1,
        "timeToExpiry": 0.5
      },
      {
        "iv": 0.205,
        "k": -0.1,
        "timeToExpiry": 1
      },
      {
        "iv": 0.2,
        "k": 0,
        "timeToExpiry": 1
      },
      {
        "iv": 0.215,
        "k": 0.1,
        "timeToExpiry": 1
      }
    ],
    "surfaceConvention": "log_moneyness_forward",
    "wingRule": "flat_vol"
  }),
});
console.log(res.status, await res.text());

# pip install "x402[requests,evm]"
import os
from eth_account import Account
from x402 import x402ClientSync
from x402.http.clients import x402_requests
from x402.mechanisms.evm import EthAccountSigner
from x402.mechanisms.evm.exact.register import register_exact_evm_client

# Pays at most $0.08 per call.
client = x402ClientSync().set_spend_controls({"max_amount_per_payment": "$0.08"})
register_exact_evm_client(client, EthAccountSigner(Account.from_key(os.environ["EVM_PRIVATE_KEY"])))

with x402_requests(client) as session:
    res = session.post(
        "https://derivatives-pricer-production.up.railway.app/v1/option/price-from-surface",
        json={
            "dividendYield": 0,
            "interpolation": "total_variance_bilinear",
            "options": [
                {
                    "optionType": "call",
                    "quantity": 1,
                    "strike": 100,
                    "timeToExpiry": 1,
                    "underlying": 100,
                },
            ],
            "rate": 0.05,
            "surface": [
                {
                    "iv": 0.22,
                    "k": -0.1,
                    "timeToExpiry": 0.25,
                },
                {
                    "iv": 0.2,
                    "k": 0,
                    "timeToExpiry": 0.25,
                },
                {
                    "iv": 0.23,
                    "k": 0.1,
                    "timeToExpiry": 0.25,
                },
                {
                    "iv": 0.21,
                    "k": -0.1,
                    "timeToExpiry": 0.5,
                },
                {
                    "iv": 0.2,
                    "k": 0,
                    "timeToExpiry": 0.5,
                },
                {
                    "iv": 0.22,
                    "k": 0.1,
                    "timeToExpiry": 0.5,
                },
                {
                    "iv": 0.205,
                    "k": -0.1,
                    "timeToExpiry": 1,
                },
                {
                    "iv": 0.2,
                    "k": 0,
                    "timeToExpiry": 1,
                },
                {
                    "iv": 0.215,
                    "k": 0.1,
                    "timeToExpiry": 1,
                },
            ],
            "surfaceConvention": "log_moneyness_forward",
            "wingRule": "flat_vol",
        },
    )
    print(res.status_code, res.text)