{"slug":"derivatives-pricer-production-up-railway-app-v1-volatility-s-3b2002","title":"When to use","host":"derivatives-pricer-production.up.railway.app","method":"POST","resource":"https://derivatives-pricer-production.up.railway.app/v1/volatility/surface","category":"market","description":"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. 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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. 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