75trust / 100

Volatility Surface

x402 APIPassing, checked 5 h ago

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/commodity forwards by maturity). Returns strike×maturity IV surface, fit quality, solve stats. USDC exact on Solana/Base. Prefer single IV endpoint for one premium.

POST

https://derivatives-pricer-production.up.railway.app/v1/volatility/surface

Price: $0.1; per call in USDC
Uptime: 100%; last 30 days
Response time: 342 ms; 434 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/volatility/surface

Each call costs $0.1 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/volatility/surface
content-type: application/json

{
  "dividendYield": 0,
  "options": [
    {
      "optionType": "call",
      "premium": 12.5,
      "strike": 90,
      "timeToExpiry": 0.25,
      "underlying": 100
    },
    {
      "optionType": "call",
      "premium": 8.7,
      "strike": 100,
      "timeToExpiry": 0.5,
      "underlying": 102
    },
    {
      "optionType": "put",
      "premium": 9.1,
      "strike": 110,
      "timeToExpiry": 1,
      "underlying": 101
    }
  ],
  "rate": 0.05
}

Parameters

Parameter	Type	Required	Description
`dividendYield`	number	No	Shared continuous yield q (default 0): equity dividends, FX foreign rate, or commodity convenience yield as appropriate.
`expiration`	string (date-time)	No	Shared ISO-8601 window end for all rows. When set, all rows share derived τ.
`forwardStart`	string (date-time)	No	Shared ISO-8601 window start for all rows (optional).
`optionStyle`	string	No	Exercise style for IV solve (default "european"). One of: european, american. Default: "european".
`options`	array of object	Yes	Market quotes: one object per (underlying, strike, maturity, type) with observed premium. Prefer unique keys per cell; duplicates average into the grid.
`rate`	number	Yes	Shared continuous risk-free / discount rate r for the book (e.g. 0.05 = 5%).
`treeSteps`	integer	No	CRR steps when optionStyle is american.

Example response

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

Example response, 71 lines

{
  "computedAt": "2026-01-01T00:00:00.000Z",
  "fit": {
    "failedCount": 0,
    "maxAbsPriceError": 2e-8,
    "meanAbsPriceError": 1e-8,
    "okCount": 3,
    "rmsePriceError": 1.2e-8
  },
  "market": {
    "dividendYield": 0,
    "rate": 0.05
  },
  "points": [
    {
      "greeks": {
        "delta": 0.75,
        "gamma": 0.02,
        "rho": 10,
        "theta": -8,
        "vega": 15
      },
      "impliedVol": 0.25,
      "index": 0,
      "modelPrice": 12.5,
      "optionType": "call",
      "premium": 12.5,
      "priceError": 0,
      "status": "ok",
      "strike": 90,
      "timeToExpiry": 0.25,
      "underlying": 100
    }
  ],
  "requestId": "00000000-0000-4000-8000-000000000002",
  "stats": {
    "avgIterations": 4,
    "elapsedMs": 1.2,
    "optionCount": 3,
    "solver": "fastImpliedVol"
  },
  "surface": {
    "impliedVols": [
      [
        0.25,
        null,
        null
      ],
      [
        null,
        0.22,
        null
      ],
      [
        null,
        null,
        0.2
      ]
    ],
    "maturities": [
      0.25,
      0.5,
      1
    ],
    "strikes": [
      90,
      100,
      110
    ]
  }
}

Call it from code

The curl command shows the payment challenge. The JavaScript and Python versions pay and call, and never pay more than $0.1.

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/volatility/surface' \
  -H 'content-type: application/json' \
  --data-raw '{"dividendYield":0,"options":[{"optionType":"call","premium":12.5,"strike":90,"timeToExpiry":0.25,"underlying":100},{"optionType":"call","premium":8.7,"strike":100,"timeToExpiry":0.5,"underlying":102},{"optionType":"put","premium":9.1,"strike":110,"timeToExpiry":1,"underlying":101}],"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/volatility/surface' \
  -H 'content-type: application/json' \
  --data-raw '{"dividendYield":0,"options":[{"optionType":"call","premium":12.5,"strike":90,"timeToExpiry":0.25,"underlying":100},{"optionType":"call","premium":8.7,"strike":100,"timeToExpiry":0.5,"underlying":102},{"optionType":"put","premium":9.1,"strike":110,"timeToExpiry":1,"underlying":101}],"rate":0.05}' \
  | 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 $0.1 per call.
const client = new x402Client().setSpendControls({ maxAmountPerPayment: "$0.1" });
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 $0.1 per payment. GET https://toolvet.app/api/v1/check?url=https%3A%2F%2Fderivatives-pricer-production.up.railway.app%2Fv1%2Fvolatility%2Fsurface&method=POST
const res = await pay("https://derivatives-pricer-production.up.railway.app/v1/volatility/surface", {
  method: "POST",
  headers: { "content-type": "application/json" },
  body: JSON.stringify({
    "dividendYield": 0,
    "options": [
      {
        "optionType": "call",
        "premium": 12.5,
        "strike": 90,
        "timeToExpiry": 0.25,
        "underlying": 100
      },
      {
        "optionType": "call",
        "premium": 8.7,
        "strike": 100,
        "timeToExpiry": 0.5,
        "underlying": 102
      },
      {
        "optionType": "put",
        "premium": 9.1,
        "strike": 110,
        "timeToExpiry": 1,
        "underlying": 101
      }
    ],
    "rate": 0.05
  }),
});
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 $0.1 per call.
client = x402ClientSync().set_spend_controls({"max_amount_per_payment": "$0.1"})
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/volatility/surface",
        json={
            "dividendYield": 0,
            "options": [
                {
                    "optionType": "call",
                    "premium": 12.5,
                    "strike": 90,
                    "timeToExpiry": 0.25,
                    "underlying": 100,
                },
                {
                    "optionType": "call",
                    "premium": 8.7,
                    "strike": 100,
                    "timeToExpiry": 0.5,
                    "underlying": 102,
                },
                {
                    "optionType": "put",
                    "premium": 9.1,
                    "strike": 110,
                    "timeToExpiry": 1,
                    "underlying": 101,
                },
            ],
            "rate": 0.05,
        },
    )
    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	341 ms	$0.1
10 h ago	Passed	402	363 ms	$0.1
15 h ago	Passed	402	344 ms	$0.1
20 h ago	Passed	402	340 ms	$0.1
25 h ago	Passed	402	355 ms	$0.1

Show 10 older checks

30 h ago	Passed	402	334 ms	$0.1
35 h ago	Passed	402	434 ms	$0.1
39 h ago	Passed	402	357 ms	$0.1
44 h ago	Passed	402	354 ms	$0.1
2 days ago	Passed	402	342 ms	$0.1
2 days ago	Passed	402	397 ms	$0.1
2 days ago	Passed	402	399 ms	$0.1
3 days ago	Passed	402	184 ms	$0.1
3 days ago	Passed	402	365 ms	$0.1
3 days ago	Passed	402	335 ms	$0.1

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: $0.1 per call
Listed at: $0.1
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.

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Trust score

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