Discover / derivatives-pricer-production.up.railway.app

BSM Price+Greeks

□ No challenge detected

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.

x402
Base
Solana
USDC

Listed price: $0.01
Challenge detected: 0 of the last 9 checks
Last checked: 17 Oct, 07:50 UTC
In our index since: 26 Sept 2026

Endpoint

curl -i https://derivatives-pricer-production.up.railway.app/v1/option/price
# 402 Payment Required: pay with an x402 client (USDC on Base),
# then send the same request again with the payment attached.

7 listed endpoints · on x402 Bazaar

Checks and payment terms on this page refer to the endpoint above. Other listed endpoints have not been checked individually.

Base URLhttps://derivatives-pricer-production.up.railway.app/v1

POST/option/price$0.01When 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.
POST/option/price-from-surface$0.08When 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 bilinear in log-moneyness k=ln(K/F); wingRule=flat_vol. Returns price, interpolated σ, k, F, BS Greeks. USDC exact on Solana/Base. Prefer /v1/option/price when σ is a single scalar.
POST/portfolio/greeks$0.15When 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, quantity, vol. Optional dollar Greeks. Prefer scenario endpoint for what-if P&L. USDC exact on Solana/Base.
POST/portfolio/scenario$0.25When 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 change, full Greeks. Single-option or multi-leg. USDC exact on Solana/Base.
POST/option/implied-vol$0.03When 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 as the surface endpoint (fastImpliedVol). Prefer surface when you have a multi-strike/maturity book. USDC exact on Solana/Base.
POST/option/scenario-from-surface$0.15When 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/volatility/surface$0.1When 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.

A dash means the listing gives no price or method. Copy buttons copy the full URL.

Showing 7 of 7 listed endpoints.

Agents can find it through the Superstables MCP server and JSON API: GET /api/v1/services/derivatives-pricer-production.up.railway.app

Recent checks

3 Oct 2026One bar per check, showing up to 20 recent checks. Coloured bars show relative response time, with a minimum visible height; full-height grey bars mean no challenge was detected. “Challenge detected” means HTTP 402 or another detected payment-challenge signal.17 Oct 2026

All 9 checks

When (UTC)	Result	HTTP	Response
17 Oct, 07:50 UTC	No challenge detected	405	115ms
15 Oct, 21:29 UTC	No challenge detected	405	100ms
14 Oct, 14:31 UTC	No challenge detected	405	199ms
12 Oct, 10:53 UTC	No challenge detected	405	133ms
10 Oct, 15:44 UTC	No challenge detected	405	126ms
9 Oct, 09:34 UTC	No challenge detected	405	123ms
8 Oct, 03:32 UTC	No challenge detected	405	102ms
7 Oct, 00:45 UTC	No challenge detected	405	102ms
3 Oct, 05:05 UTC	No challenge detected	405	136ms

Questions

Did our last probe detect a payment challenge?

No. At our last probe on 17 Oct, 07:50 UTC, we detected no payment challenge.

What price is recorded for BSM Price+Greeks?

Its listed price is $0.01.

What payment terms does BSM Price+Greeks advertise?

The listing advertises x402, Base, Solana and USDC. It names cdp as its facilitator. Check the seller's current payment challenge and authentication requirements before paying.

Where is BSM Price+Greeks listed?

In x402 Bazaar. Superstables first indexed it on 26 Sept 2026.

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