Surface Scenarios
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.
Offering
- Provider
- derivatives-pricer-production.up.railway.app
- Method
- POST
- Offering type
- Api Endpoint
- Transport type
- http
- Category
- Financial Analysis
- Delivery
- Not provided
- Pricing model
- Not provided
- x402 version
- 2
Endpoint context
- URL
https://derivatives-pricer-production.up.railway.app/v1/option/scenario-from-surface- MIME type
- Not provided
- First seen
- 2026-10-16T01:51:51.176Z
- Last seen
- Tags
- surface, scenario, options, multi-chain, USDC
Payment pricing
x402 payment terms are the authoritative price for calling this endpoint.
- Payment option 1
- 0.15 USDC
Atomic price: 150000 · Network: solana:5eykt4UsFv8P8NJdTREpY1vzqKqZKvdp · Asset: USDC · Scheme: exact - Payment option 2
- 0.15 USDC
Atomic price: 150000 · Network: eip155:8453 · Asset: USDC · Scheme: exact
Raw x402 terms
[
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"scheme": "exact",
"network": "solana:5eykt4UsFv8P8NJdTREpY1vzqKqZKvdp",
"asset": "EPjFWdd5AufqSSqeM2qN1xzybapC8G4wEGGkZwyTDt1v",
"amount": "150000",
"payTo": "DCi9X5mmacNGLeJvCw9fdWgX3G8V4QquDn4EuXATkcYr"
},
{
"scheme": "exact",
"network": "eip155:8453",
"asset": "0x833589fCD6eDb6E08f4c7C32D4f71b54bdA02913",
"amount": "150000",
"payTo": "0x34cfb8bdbf16e4484b7da0ed31deed5771b16c8f"
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]Observed health
- Status
- Healthy
- Latest latency
- 97 ms
- Average latency
- 223 ms
- HTTP status
- 204
- Last checked
- Reachability
- 100% over 14 checks
Latency is measured to the first response headers. A reachable result does not verify response accuracy or merchant identity.
Input schema
{
"additionalProperties": false,
"properties": {
"body": {
"additionalProperties": false,
"description": "Revalue a book on an IV surface under sticky moneyness/strike/fixed_vol with optional F, rate, time, and vol shocks (incl. smileTwist).",
"properties": {
"dividendYield": {
"minimum": 0,
"type": "number"
},
"interpolation": {
"const": "total_variance_bilinear",
"type": "string"
},
"optionStyle": {
"default": "european",
"enum": [
"european",
"american"
],
"type": "string"
},
"options": {
"maxItems": 50,
"minItems": 1,
"type": "array"
},
"positions": {
"maxItems": 50,
"minItems": 1,
"type": "array"
},
"rate": {
"type": "number"
},
"scenario": {
"type": "object"
},
"sticky": {
"enum": [
"moneyness",
"strike",
"fixed_vol"
],
"type": "string"
},
"surface": {
"maxItems": 200,
"minItems": 1,
"type": "array"
},
"surfaceConvention": {
"const": "log_moneyness_forward",
"type": "string"
},
"wingRule": {
"const": "flat_vol",
"type": "string"
}
},
"required": [
"surfaceConvention",
"rate",
"surface",
"positions",
"scenario"
],
"title": "ScenarioFromSurfaceRequest",
"type": "object"
},
"bodyType": {
"enum": [
"json",
"form-data",
"text"
],
"type": "string"
},
"method": {
"enum": [
"POST"
],
"type": "string"
},
"type": {
"const": "http",
"type": "string"
}
},
"required": [
"type",
"method",
"bodyType",
"body"
],
"type": "object"
}Output schema
{
"$schema": "https://json-schema.org/draft/2020-12/schema",
"properties": {
"input": {
"additionalProperties": false,
"properties": {
"body": {
"additionalProperties": false,
"description": "Revalue a book on an IV surface under sticky moneyness/strike/fixed_vol with optional F, rate, time, and vol shocks (incl. smileTwist).",
"properties": {
"dividendYield": {
"minimum": 0,
"type": "number"
},
"interpolation": {
"const": "total_variance_bilinear",
"type": "string"
},
"optionStyle": {
"default": "european",
"enum": [
"european",
"american"
],
"type": "string"
},
"options": {
"maxItems": 50,
"minItems": 1,
"type": "array"
},
"positions": {
"maxItems": 50,
"minItems": 1,
"type": "array"
},
"rate": {
"type": "number"
},
"scenario": {
"type": "object"
},
"sticky": {
"enum": [
"moneyness",
"strike",
"fixed_vol"
],
"type": "string"
},
"surface": {
"maxItems": 200,
"minItems": 1,
"type": "array"
},
"surfaceConvention": {
"const": "log_moneyness_forward",
"type": "string"
},
"wingRule": {
"const": "flat_vol",
"type": "string"
}
},
"required": [
"surfaceConvention",
"rate",
"surface",
"positions",
"scenario"
],
"title": "ScenarioFromSurfaceRequest",
"type": "object"
},
"bodyType": {
"enum": [
"json",
"form-data",
"text"
],
"type": "string"
},
"method": {
"enum": [
"POST"
],
"type": "string"
},
"type": {
"const": "http",
"type": "string"
}
},
"required": [
"type",
"method",
"bodyType",
"body"
],
"type": "object"
},
"output": {
"properties": {
"example": {
"properties": {
"book": {
"type": "object"
},
"computedAt": {
"type": "string"
},
"legs": {
"type": "array"
},
"requestId": {
"type": "string"
},
"scenario": {
"type": "object"
},
"sticky": {
"type": "string"
},
"warnings": {
"items": {
"type": "string"
},
"type": "array"
}
},
"required": [
"legs",
"book",
"warnings",
"requestId",
"computedAt"
],
"type": "object"
},
"type": {
"type": "string"
}
},
"required": [
"type"
],
"type": "object"
}
},
"required": [
"input"
],
"type": "object"
}