75trust / 100

Option Scenario From Surface

by Surface Scenarios in Onchain & crypto

x402 APIPassing, checked 5 h ago

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 → smileTwist*k. Greeks are sticky-σ BS Greeks (not smile bump deltas). USDC exact on Solana/Base. Prefer scalar /v1/portfolio/scenario for per-leg scalar σ books.

POST

https://derivatives-pricer-production.up.railway.app/v1/option/scenario-from-surface

Price: $0.15; per call in USDC
Uptime: 100%; last 30 days
Response time: 353 ms; 575 ms slowest 5%
Last check: Passed; 5 h ago, next any minute now

Run a free test call How to call it

Reliability

All checks passedSome failedAll failedNot checked

Status and outage history · Atom feed · Watch with other listings

How to call it

POST https://derivatives-pricer-production.up.railway.app/v1/option/scenario-from-surface

Each call costs $0.15 in USDC on Base, paid with the request over x402.

Run a free test callOne unpaid request, the way an agent sends it. You see the payment challenge it gets back. Nothing is charged.

Example request

From the listing.

POST https://derivatives-pricer-production.up.railway.app/v1/option/scenario-from-surface
content-type: application/json

{
  "dividendYield": 0,
  "interpolation": "total_variance_bilinear",
  "positions": [
    {
      "optionType": "call",
      "quantity": 1,
      "strike": 100,
      "timeToExpiry": 1,
      "underlying": 100
    }
  ],
  "rate": 0.05,
  "scenario": {
    "rateBp": 0,
    "smileTwist": 0,
    "timeDays": 0,
    "underlyingRel": 0.1,
    "volAbs": 0,
    "volRel": 0
  },
  "sticky": "moneyness",
  "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"
}

Parameters

Parameter	Type	Required	Description
`dividendYield`	number	No
`interpolation`	string	No
`optionStyle`	string	No	One of: european, american. Default: "european".
`options`	array	No
`positions`	array	Yes
`rate`	number	Yes
`scenario`	object	Yes
`sticky`	string	No	One of: moneyness, strike, fixed_vol.
`surface`	array	Yes
`surfaceConvention`	string	Yes
`wingRule`	string	No

Example response

The provider's example. We can't check it without paying.

Example response, 84 lines

{
  "book": {
    "deltaValue": 7.36197848,
    "greeksBase": {
      "delta": 0.63683059,
      "gamma": 0.01876202,
      "rho": 53.23248343,
      "theta": -6.41402764,
      "vega": 37.52403469
    },
    "greeksNote": "Greeks are analytic BS Greeks at sticky/scenario σ — NOT full smile-recalibrated bump deltas",
    "greeksScenario": {
      "delta": 0.79160899,
      "gamma": 0.01273721,
      "rho": 69.26443492,
      "theta": -6.69435438,
      "vega": 31.55892407
    },
    "valueBase": 10.45057562,
    "valueScenario": 17.8125541
  },
  "computedAt": "2026-01-01T00:00:00.000Z",
  "legs": [
    {
      "base": {
        "contribution": 10.45057562,
        "forward": 100,
        "greeks": {
          "delta": 0.63683059,
          "gamma": 0.01876202,
          "rho": 53.23248343,
          "theta": -6.41402764,
          "vega": 37.52403469
        },
        "impliedVol": 0.2,
        "k": 0,
        "price": 10.45057562,
        "timeToExpiry": 1,
        "underlying": 100
      },
      "deltaValue": 7.36197848,
      "index": 0,
      "optionType": "call",
      "quantity": 1,
      "scenario": {
        "contribution": 17.8125541,
        "forward": 110,
        "greeks": {
          "delta": 0.79160899,
          "gamma": 0.01273721,
          "rho": 69.26443492,
          "theta": -6.69435438,
          "vega": 31.55892407
        },
        "impliedVol": 0.20476824,
        "k": -0.09531018,
        "price": 17.8125541,
        "timeToExpiry": 1,
        "underlying": 110
      },
      "strike": 100
    }
  ],
  "model": "black-scholes-merton+surface-tv-bilinear",
  "optionStyle": "european",
  "requestId": "00000000-0000-4000-8000-000000000007",
  "scenario": {
    "rateBp": 0,
    "rateScenario": 0.05,
    "smileTwist": 0,
    "timeDays": 0,
    "underlyingRel": 0.1,
    "volAbs": 0,
    "volRel": 0
  },
  "sticky": "moneyness",
  "surfaceMeta": {
    "convention": "log_moneyness_forward",
    "kCount": 3,
    "pointCount": 9,
    "tCount": 3
  },
  "warnings": []
}

Call it from code

The curl command shows the payment challenge. The JavaScript and Python versions pay and call, and never pay more than $0.15.

curl: see the payment challenge

# 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/scenario-from-surface' \
  -H 'content-type: application/json' \
  --data-raw '{"dividendYield":0,"interpolation":"total_variance_bilinear","positions":[{"optionType":"call","quantity":1,"strike":100,"timeToExpiry":1,"underlying":100}],"rate":0.05,"scenario":{"rateBp":0,"smileTwist":0,"timeDays":0,"underlyingRel":0.1,"volAbs":0,"volRel":0},"sticky":"moneyness","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/scenario-from-surface' \
  -H 'content-type: application/json' \
  --data-raw '{"dividendYield":0,"interpolation":"total_variance_bilinear","positions":[{"optionType":"call","quantity":1,"strike":100,"timeToExpiry":1,"underlying":100}],"rate":0.05,"scenario":{"rateBp":0,"smileTwist":0,"timeDays":0,"underlyingRel":0.1,"volAbs":0,"volRel":0},"sticky":"moneyness","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

JavaScript: pay and call

// 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 $0.15 per call.
const client = new x402Client().setSpendControls({ maxAmountPerPayment: "$0.15" });
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 $0.15 per payment. GET https://toolvet.app/api/v1/check?url=https%3A%2F%2Fderivatives-pricer-production.up.railway.app%2Fv1%2Foption%2Fscenario-from-surface&method=POST
const res = await pay("https://derivatives-pricer-production.up.railway.app/v1/option/scenario-from-surface", {
  method: "POST",
  headers: { "content-type": "application/json" },
  body: JSON.stringify({
    "dividendYield": 0,
    "interpolation": "total_variance_bilinear",
    "positions": [
      {
        "optionType": "call",
        "quantity": 1,
        "strike": 100,
        "timeToExpiry": 1,
        "underlying": 100
      }
    ],
    "rate": 0.05,
    "scenario": {
      "rateBp": 0,
      "smileTwist": 0,
      "timeDays": 0,
      "underlyingRel": 0.1,
      "volAbs": 0,
      "volRel": 0
    },
    "sticky": "moneyness",
    "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());

Python: pay and call

# 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 $0.15 per call.
client = x402ClientSync().set_spend_controls({"max_amount_per_payment": "$0.15"})
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/scenario-from-surface",
        json={
            "dividendYield": 0,
            "interpolation": "total_variance_bilinear",
            "positions": [
                {
                    "optionType": "call",
                    "quantity": 1,
                    "strike": 100,
                    "timeToExpiry": 1,
                    "underlying": 100,
                },
            ],
            "rate": 0.05,
            "scenario": {
                "rateBp": 0,
                "smileTwist": 0,
                "timeDays": 0,
                "underlyingRel": 0.1,
                "volAbs": 0,
                "volRel": 0,
            },
            "sticky": "moneyness",
            "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)

Security scan

No findings

We scan names, descriptions and tool definitions for hidden instructions and other prompt-injection patterns.

Recent checks

When	Result	HTTP	Time	Price
5 h ago	Passed	402	332 ms	$0.15
10 h ago	Passed	402	417 ms	$0.15
15 h ago	Passed	402	342 ms	$0.15
20 h ago	Passed	402	337 ms	$0.15
25 h ago	Passed	402	355 ms	$0.15

Show 10 older checks

30 h ago	Passed	402	380 ms	$0.15
35 h ago	Passed	402	536 ms	$0.15
39 h ago	Passed	402	365 ms	$0.15
44 h ago	Passed	402	344 ms	$0.15
2 days ago	Passed	402	347 ms	$0.15
2 days ago	Passed	402	385 ms	$0.15
2 days ago	Passed	402	353 ms	$0.15
3 days ago	Passed	402	375 ms	$0.15
3 days ago	Passed	402	1.0 s	$0.15
3 days ago	Passed	402	344 ms	$0.15

Trust score 75/ 100

Availability (30-day uptime)		30 / 30
Valid x402 challenge		15 / 15
Response time		7 / 10
Real paying agents (30 days)		3 / 15
Charges what it lists		10 / 10
Security scan		10 / 10
Verified owner		0 / 10

How the score works

Payment terms

Price: $0.15 per call
Listed at: $0.15
Token: USDC
Networks: Solana, Base
Pays to: 0x34cf…6c8f

Real usage

Paying agents: 1 in 30 days
Paid calls: 1 in 30 days
Last paid call: 7 days ago

Source: x402 Bazaar settlement data.

Is this your service?

Verify ownership to get the badge and 10 more trust points. Featured placement needs it too.

Verify ownership

Changed something? Check it again now and see what agents get.

Show the score

A badge for your README or docs. It updates with every check and links here.

Trust score

[![ToolVet trust score](https://toolvet.app/badge/option-scenario-from-surface.svg)](https://toolvet.app/s/option-scenario-from-surface)