Price From Surface
When 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.
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/price-from-surface- MIME type
- Not provided
- First seen
- 2026-10-16T01:51:51.176Z
- Last seen
- Tags
- surface, options, greeks, multi-chain, USDC
Payment pricing
x402 payment terms are the authoritative price for calling this endpoint.
- Payment option 1
- 0.08 USDC
Atomic price: 80000 · Network: solana:5eykt4UsFv8P8NJdTREpY1vzqKqZKvdp · Asset: USDC · Scheme: exact - Payment option 2
- 0.08 USDC
Atomic price: 80000 · Network: eip155:8453 · Asset: USDC · Scheme: exact
Raw x402 terms
[
{
"scheme": "exact",
"network": "solana:5eykt4UsFv8P8NJdTREpY1vzqKqZKvdp",
"asset": "EPjFWdd5AufqSSqeM2qN1xzybapC8G4wEGGkZwyTDt1v",
"amount": "80000",
"payTo": "DCi9X5mmacNGLeJvCw9fdWgX3G8V4QquDn4EuXATkcYr"
},
{
"scheme": "exact",
"network": "eip155:8453",
"asset": "0x833589fCD6eDb6E08f4c7C32D4f71b54bdA02913",
"amount": "80000",
"payTo": "0x34cfb8bdbf16e4484b7da0ed31deed5771b16c8f"
}
]Observed health
- Status
- Healthy
- Latest latency
- 101 ms
- Average latency
- 336 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": "Price European options on a submitted IV surface via total-variance bilinear interpolation in log-moneyness k=ln(K/F).",
"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"
},
"rate": {
"type": "number"
},
"surface": {
"maxItems": 200,
"minItems": 1,
"type": "array"
},
"surfaceConvention": {
"const": "log_moneyness_forward",
"type": "string"
},
"wingRule": {
"const": "flat_vol",
"type": "string"
}
},
"required": [
"surfaceConvention",
"rate",
"surface",
"options"
],
"title": "PriceFromSurfaceRequest",
"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": "Price European options on a submitted IV surface via total-variance bilinear interpolation in log-moneyness k=ln(K/F).",
"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"
},
"rate": {
"type": "number"
},
"surface": {
"maxItems": 200,
"minItems": 1,
"type": "array"
},
"surfaceConvention": {
"const": "log_moneyness_forward",
"type": "string"
},
"wingRule": {
"const": "flat_vol",
"type": "string"
}
},
"required": [
"surfaceConvention",
"rate",
"surface",
"options"
],
"title": "PriceFromSurfaceRequest",
"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"
},
"requestId": {
"type": "string"
},
"results": {
"type": "array"
},
"warnings": {
"items": {
"type": "string"
},
"type": "array"
}
},
"required": [
"results",
"warnings",
"requestId",
"computedAt"
],
"type": "object"
},
"type": {
"type": "string"
}
},
"required": [
"type"
],
"type": "object"
}
},
"required": [
"input"
],
"type": "object"
}