Portfolio Greeks

{
  "computedAt": "2026-01-01T00:00:00.000Z",
  "legs": [
    {
      "contribution": 104.50575619,
      "greeks": {
        "delta": 6.3683059,
        "gamma": 0.18762017,
        "rho": 532.32483426,
        "theta": -64.1402764,
        "vega": 375.24034692
      },
      "index": 0,
      "optionType": "call",
      "price": 10.45057562,
      "quantity": 10,
      "strike": 100,
      "timeToExpiry": 1,
      "underlying": 100,
      "volatility": 0.2
    },
    {
      "contribution": -57.34136108,
      "greeks": {
        "delta": 2.69111025,
        "gamma": -0.09025225,
        "rho": 326.45238565,
        "theta": 5.51842437,
        "vega": -198.55494233
      },
      "index": 1,
      "optionType": "put",
      "price": 11.46827222,
      "quantity": -5,
      "strike": 110,
      "timeToExpiry": 1,
      "underlying": 100,
      "volatility": 0.22
    }
  ],
  "net": {
    "dollarGreeks": {
      "deltaCash": 905.941615,
      "gammaCash": 486.8396,
      "rhoPerPoint": 8.5877722,
      "thetaPerDay": -0.16060781,
      "vegaPerPoint": 1.76685405
    },
    "greeks": {
      "delta": 9.05941615,
      "gamma": 0.09736793,
      "rho": 858.77721991,
      "theta": -58.62185203,
      "vega": 176.68540458
    },
    "mtm": 47.16439511
  },
  "positionCount": 2,
  "requestId": "00000000-0000-4000-8000-000000000004"
}

# bash or zsh: see the payment challenge. Nothing is charged.
curl -sS -g -i -X POST 'https://derivatives-pricer-production.up.railway.app/v1/portfolio/greeks' \
  -H 'content-type: application/json' \
  --data-raw '{"dividendYield":0,"includeDollarGreeks":true,"positions":[{"optionType":"call","quantity":10,"strike":100,"timeToExpiry":1,"underlying":100,"volatility":0.2},{"optionType":"put","quantity":-5,"strike":110,"timeToExpiry":1,"underlying":100,"volatility":0.22}],"rate":0.05}'

# 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/portfolio/greeks' \
  -H 'content-type: application/json' \
  --data-raw '{"dividendYield":0,"includeDollarGreeks":true,"positions":[{"optionType":"call","quantity":10,"strike":100,"timeToExpiry":1,"underlying":100,"volatility":0.2},{"optionType":"put","quantity":-5,"strike":110,"timeToExpiry":1,"underlying":100,"volatility":0.22}],"rate":0.05}' \
  | 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 $0.15 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%2Fportfolio%2Fgreeks&method=POST
const res = await pay("https://derivatives-pricer-production.up.railway.app/v1/portfolio/greeks", {
  method: "POST",
  headers: { "content-type": "application/json" },
  body: JSON.stringify({
    "dividendYield": 0,
    "includeDollarGreeks": true,
    "positions": [
      {
        "optionType": "call",
        "quantity": 10,
        "strike": 100,
        "timeToExpiry": 1,
        "underlying": 100,
        "volatility": 0.2
      },
      {
        "optionType": "put",
        "quantity": -5,
        "strike": 110,
        "timeToExpiry": 1,
        "underlying": 100,
        "volatility": 0.22
      }
    ],
    "rate": 0.05
  }),
});
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 $0.15 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/portfolio/greeks",
        json={
            "dividendYield": 0,
            "includeDollarGreeks": True,
            "positions": [
                {
                    "optionType": "call",
                    "quantity": 10,
                    "strike": 100,
                    "timeToExpiry": 1,
                    "underlying": 100,
                    "volatility": 0.2,
                },
                {
                    "optionType": "put",
                    "quantity": -5,
                    "strike": 110,
                    "timeToExpiry": 1,
                    "underlying": 100,
                    "volatility": 0.22,
                },
            ],
            "rate": 0.05,
        },
    )
    print(res.status_code, res.text)