IV Surface Desk
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.
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/volatility/surface- MIME type
- Not provided
- First seen
- 2026-10-16T01:51:51.176Z
- Last seen
- Tags
- volatility, surface, options, multi-chain, USDC
Payment pricing
x402 payment terms are the authoritative price for calling this endpoint.
- Payment option 1
- 0.1 USDC
Atomic price: 100000 · Network: solana:5eykt4UsFv8P8NJdTREpY1vzqKqZKvdp · Asset: USDC · Scheme: exact - Payment option 2
- 0.1 USDC
Atomic price: 100000 · Network: eip155:8453 · Asset: USDC · Scheme: exact
Raw x402 terms
[
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"network": "solana:5eykt4UsFv8P8NJdTREpY1vzqKqZKvdp",
"asset": "EPjFWdd5AufqSSqeM2qN1xzybapC8G4wEGGkZwyTDt1v",
"amount": "100000",
"payTo": "DCi9X5mmacNGLeJvCw9fdWgX3G8V4QquDn4EuXATkcYr"
},
{
"scheme": "exact",
"network": "eip155:8453",
"asset": "0x833589fCD6eDb6E08f4c7C32D4f71b54bdA02913",
"amount": "100000",
"payTo": "0x34cfb8bdbf16e4484b7da0ed31deed5771b16c8f"
}
]Observed health
- Status
- Healthy
- Latest latency
- 98 ms
- Average latency
- 174 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": "Build an IV surface from a market option book. Share funding rate and yield; attach each quote's own underlying (supports different forward marks by maturity — common in power, gas, and commodity curves).",
"properties": {
"dividendYield": {
"description": "Shared continuous yield q (default 0): equity dividends, FX foreign rate, or commodity convenience yield as appropriate.",
"examples": [
0,
0.01
],
"minimum": 0,
"type": "number"
},
"expiration": {
"description": "Shared ISO-8601 window end for all rows. When set, all rows share derived τ.",
"format": "date-time",
"type": "string"
},
"forwardStart": {
"description": "Shared ISO-8601 window start for all rows (optional).",
"format": "date-time",
"type": "string"
},
"optionStyle": {
"default": "european",
"description": "Exercise style for IV solve (default \"european\").",
"enum": [
"european",
"american"
],
"type": "string"
},
"options": {
"description": "Market quotes: one object per (underlying, strike, maturity, type) with observed premium. Prefer unique keys per cell; duplicates average into the grid.",
"items": {
"additionalProperties": false,
"properties": {
"optionType": {
"description": "European call or put.",
"enum": [
"call",
"put"
],
"type": "string"
},
"premium": {
"description": "Observed market premium (≥ 0) in underlying currency units.",
"minimum": 0,
"type": "number"
},
"strike": {
"description": "Strike K (> 0) in same units as underlying.",
"exclusiveMinimum": 0,
"type": "number"
},
"timeToExpiry": {
"description": "Year-fraction to expiry T (≥ 0).",
"examples": [
0.25,
0.5,
1
],
"minimum": 0,
"type": "number"
},
"underlying": {
"description": "Underlying level S for this quote (> 0). May differ by maturity (e.g. monthly power/gas forwards).",
"examples": [
100,
82.5
],
"exclusiveMinimum": 0,
"type": "number"
}
},
"required": [
"underlying",
"strike",
"timeToExpiry",
"optionType",
"premium"
],
"title": "MarketOptionQuote",
"type": "object"
},
"maxItems": 200,
"minItems": 1,
"type": "array"
},
"rate": {
"description": "Shared continuous risk-free / discount rate r for the book (e.g. 0.05 = 5%).",
"examples": [
0.03,
0.05
],
"type": "number"
},
"treeSteps": {
"description": "CRR steps when optionStyle is american.",
"maximum": 500,
"minimum": 50,
"type": "integer"
}
},
"required": [
"rate",
"options"
],
"title": "ImpliedVolatilitySurfaceRequest",
"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": "Build an IV surface from a market option book. Share funding rate and yield; attach each quote's own underlying (supports different forward marks by maturity — common in power, gas, and commodity curves).",
"properties": {
"dividendYield": {
"description": "Shared continuous yield q (default 0): equity dividends, FX foreign rate, or commodity convenience yield as appropriate.",
"examples": [
0,
0.01
],
"minimum": 0,
"type": "number"
},
"expiration": {
"description": "Shared ISO-8601 window end for all rows. When set, all rows share derived τ.",
"format": "date-time",
"type": "string"
},
"forwardStart": {
"description": "Shared ISO-8601 window start for all rows (optional).",
"format": "date-time",
"type": "string"
},
"optionStyle": {
"default": "european",
"description": "Exercise style for IV solve (default \"european\").",
"enum": [
"european",
"american"
],
"type": "string"
},
"options": {
"description": "Market quotes: one object per (underlying, strike, maturity, type) with observed premium. Prefer unique keys per cell; duplicates average into the grid.",
"items": {
"additionalProperties": false,
"properties": {
"optionType": {
"description": "European call or put.",
"enum": [
"call",
"put"
],
"type": "string"
},
"premium": {
"description": "Observed market premium (≥ 0) in underlying currency units.",
"minimum": 0,
"type": "number"
},
"strike": {
"description": "Strike K (> 0) in same units as underlying.",
"exclusiveMinimum": 0,
"type": "number"
},
"timeToExpiry": {
"description": "Year-fraction to expiry T (≥ 0).",
"examples": [
0.25,
0.5,
1
],
"minimum": 0,
"type": "number"
},
"underlying": {
"description": "Underlying level S for this quote (> 0). May differ by maturity (e.g. monthly power/gas forwards).",
"examples": [
100,
82.5
],
"exclusiveMinimum": 0,
"type": "number"
}
},
"required": [
"underlying",
"strike",
"timeToExpiry",
"optionType",
"premium"
],
"title": "MarketOptionQuote",
"type": "object"
},
"maxItems": 200,
"minItems": 1,
"type": "array"
},
"rate": {
"description": "Shared continuous risk-free / discount rate r for the book (e.g. 0.05 = 5%).",
"examples": [
0.03,
0.05
],
"type": "number"
},
"treeSteps": {
"description": "CRR steps when optionStyle is american.",
"maximum": 500,
"minimum": 50,
"type": "integer"
}
},
"required": [
"rate",
"options"
],
"title": "ImpliedVolatilitySurfaceRequest",
"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": {
"description": "Strike×maturity IV grid, per-quote IV and Greeks, fit diagnostics, and solver stats for agent risk and market-making pipelines.",
"properties": {
"computedAt": {
"type": "string"
},
"fit": {
"description": "Book-level inversion quality metrics",
"properties": {
"failedCount": {
"type": "integer"
},
"maxAbsPriceError": {
"type": [
"number",
"null"
]
},
"meanAbsPriceError": {
"type": [
"number",
"null"
]
},
"okCount": {
"type": "integer"
},
"rmsePriceError": {
"type": [
"number",
"null"
]
}
},
"type": "object"
},
"market": {
"description": "Echo of shared rate and yield",
"properties": {
"dividendYield": {
"type": "number"
},
"rate": {
"type": "number"
}
},
"type": "object"
},
"points": {
"description": "Per-input quote results: IV, Greeks, model price vs premium, status",
"items": {
"properties": {
"greeks": {
"description": "Analytic Greeks at solved IV (null if failed)",
"type": [
"object",
"null"
]
},
"impliedVol": {
"description": "Solved annualized IV or null if failed",
"type": [
"number",
"null"
]
},
"index": {
"type": "integer"
},
"modelPrice": {
"type": [
"number",
"null"
]
},
"optionType": {
"enum": [
"call",
"put"
],
"type": "string"
},
"premium": {
"type": "number"
},
"priceError": {
"description": "modelPrice − premium",
"type": [
"number",
"null"
]
},
"reason": {
"description": "Failure reason when status=failed",
"type": "string"
},
"status": {
"enum": [
"ok",
"failed"
],
"type": "string"
},
"strike": {
"type": "number"
},
"timeToExpiry": {
"type": "number"
},
"underlying": {
"type": "number"
}
},
"type": "object"
},
"type": "array"
},
"requestId": {
"type": "string"
},
"stats": {
"description": "Compute telemetry for agents (latency, solver id)",
"properties": {
"avgIterations": {
"type": "number"
},
"elapsedMs": {
"type": "number"
},
"optionCount": {
"type": "integer"
},
"solver": {
"const": "fastImpliedVol",
"type": "string"
}
},
"type": "object"
},
"surface": {
"description": "Dense IV grid derived from successful inversions",
"properties": {
"impliedVols": {
"description": "Grid [strikeIndex][maturityIndex]; null where no successful quote mapped",
"items": {
"items": {
"type": [
"number",
"null"
]
},
"type": "array"
},
"type": "array"
},
"maturities": {
"description": "Sorted unique year-fraction maturities",
"items": {
"type": "number"
},
"type": "array"
},
"strikes": {
"description": "Sorted unique strikes from the book",
"items": {
"type": "number"
},
"type": "array"
}
},
"required": [
"strikes",
"maturities",
"impliedVols"
],
"type": "object"
}
},
"required": [
"surface",
"market",
"points",
"fit",
"stats",
"requestId",
"computedAt"
],
"title": "ImpliedVolatilitySurfaceResponse",
"type": "object"
},
"type": {
"type": "string"
}
},
"required": [
"type"
],
"type": "object"
}
},
"required": [
"input"
],
"type": "object"
}