When to use
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.
Answeringour last check, 2026-10-11
1 of 1checks answered this week
907 msmedian answer time
$0.15listed price per call
$0.15price it asked us
Paid test badge: not yet. The checks above are free: we call the tool without paying and read the payment request it sends back. The Verified badge needs paid calls whose answers match the promised output, and nobody can buy a badge.
Endpoint
POST https://derivatives-pricer-production.up.railway.app/v1/option/scenario-from-surface
| Category | Market data |
|---|---|
| Provider host | derivatives-pricer-production.up.railway.app |
| Networks | eip155:8453, solana:5eykt4UsFv8P8NJdTREpY1vzqKqZKvdp |
| Payment schemes | exact |
| Self-reported calls, 30 days | 1 from 1 payers (the provider's figure, not ours) |
Our checks, last 30 days
| Day | Result | HTTP | Asked | Time |
|---|---|---|---|---|
| 2026-10-11 | valid payment request | 402 | $0.15 | 907 ms |
Example input (from the provider)
{
"body": {
"dividendYield": 0,
"interpolation": "total_variance_bilinear",
"positions": [
{
"optionType": "call",
"quantity": 1,
"strike": 100,
"timeToExpiry": 1,
"underlying": 100
}
],
"rate": 0.05,
"scenario": {
"rateBp": 0,
"smileTwist": 0,
"timeDays": 0,
"underlyingRel": 0.1,
"volAbs": 0,
"volRel": 0
},
"sticky": "moneyness",
"surface": [
{
"iv": 0.22,
"k": -0.1,
"timeToExpiry": 0.25
},
{
"iv": 0.2,
"k": 0,
"timeToExpiry": 0.25
},
{
"iv": 0.23,
"k": 0.1,
"timeToExpiry": 0.25
},
{
"iv": 0.21,
"k": -0.1,
"timeToExpiry": 0.5
},
{
"iv": 0.2,
"k": 0,
"timeToExpiry": 0.5
},
{
"iv": 0.22,
"k": 0.1,
"timeToExpiry": 0.5
},
{
"iv": 0.205,
"k": -0.1,
"timeToExpiry": 1
},
{
"iv": 0.2,
"k": 0,
"timeToExpiry": 1
},
{
"iv": 0.215,
"k": 0.1,
"timeToExpiry": 1
}
],
"surfaceConvention": "log_moneyness_forward",
"wingRule": "flat_vol"
},
"bodyType": "json",
"method": "POST",
"type": "http"
}
Promised output schema (from the provider)
{
"$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"
}