Portfolio Net Greeks
When 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.
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/portfolio/greeks- MIME type
- Not provided
- First seen
- 2026-10-16T01:51:51.176Z
- Last seen
- Tags
- Portfolio, greeks, 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
[
{
"scheme": "exact",
"network": "solana:5eykt4UsFv8P8NJdTREpY1vzqKqZKvdp",
"asset": "EPjFWdd5AufqSSqeM2qN1xzybapC8G4wEGGkZwyTDt1v",
"amount": "150000",
"payTo": "DCi9X5mmacNGLeJvCw9fdWgX3G8V4QquDn4EuXATkcYr"
},
{
"scheme": "exact",
"network": "eip155:8453",
"asset": "0x833589fCD6eDb6E08f4c7C32D4f71b54bdA02913",
"amount": "150000",
"payTo": "0x34cfb8bdbf16e4484b7da0ed31deed5771b16c8f"
}
]Observed health
- Status
- Healthy
- Latest latency
- 104 ms
- Average latency
- 176 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": "Aggregate net Greeks and MTM for a multi-leg European option book.",
"properties": {
"dividendYield": {
"minimum": 0,
"type": "number"
},
"includeDollarGreeks": {
"description": "If true, include cash delta/gamma and per-point vega/theta/rho scalings",
"type": "boolean"
},
"optionStyle": {
"default": "european",
"description": "Exercise style (default \"european\").",
"enum": [
"european",
"american"
],
"type": "string"
},
"positions": {
"items": {
"additionalProperties": false,
"properties": {
"optionType": {
"enum": [
"call",
"put"
],
"type": "string"
},
"quantity": {
"description": "Position size; >0 long, <0 short; must be non-zero",
"type": "number"
},
"strike": {
"exclusiveMinimum": 0,
"type": "number"
},
"timeToExpiry": {
"minimum": 0,
"type": "number"
},
"underlying": {
"description": "Underlying S for this leg",
"exclusiveMinimum": 0,
"type": "number"
},
"volatility": {
"description": "Annualized vol σ for this leg",
"exclusiveMinimum": 0,
"type": "number"
}
},
"required": [
"underlying",
"strike",
"timeToExpiry",
"optionType",
"quantity",
"volatility"
],
"type": "object"
},
"maxItems": 100,
"minItems": 1,
"type": "array"
},
"rate": {
"type": "number"
}
},
"required": [
"rate",
"positions"
],
"title": "PortfolioGreeksRequest",
"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": "Aggregate net Greeks and MTM for a multi-leg European option book.",
"properties": {
"dividendYield": {
"minimum": 0,
"type": "number"
},
"includeDollarGreeks": {
"description": "If true, include cash delta/gamma and per-point vega/theta/rho scalings",
"type": "boolean"
},
"optionStyle": {
"default": "european",
"description": "Exercise style (default \"european\").",
"enum": [
"european",
"american"
],
"type": "string"
},
"positions": {
"items": {
"additionalProperties": false,
"properties": {
"optionType": {
"enum": [
"call",
"put"
],
"type": "string"
},
"quantity": {
"description": "Position size; >0 long, <0 short; must be non-zero",
"type": "number"
},
"strike": {
"exclusiveMinimum": 0,
"type": "number"
},
"timeToExpiry": {
"minimum": 0,
"type": "number"
},
"underlying": {
"description": "Underlying S for this leg",
"exclusiveMinimum": 0,
"type": "number"
},
"volatility": {
"description": "Annualized vol σ for this leg",
"exclusiveMinimum": 0,
"type": "number"
}
},
"required": [
"underlying",
"strike",
"timeToExpiry",
"optionType",
"quantity",
"volatility"
],
"type": "object"
},
"maxItems": 100,
"minItems": 1,
"type": "array"
},
"rate": {
"type": "number"
}
},
"required": [
"rate",
"positions"
],
"title": "PortfolioGreeksRequest",
"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": {
"computedAt": {
"type": "string"
},
"legs": {
"type": "array"
},
"net": {
"type": "object"
},
"positionCount": {
"type": "integer"
},
"requestId": {
"type": "string"
}
},
"required": [
"net",
"legs",
"positionCount",
"requestId",
"computedAt"
],
"type": "object"
},
"type": {
"type": "string"
}
},
"required": [
"type"
],
"type": "object"
}
},
"required": [
"input"
],
"type": "object"
}