When to use
When to use: what-if P&L under relative spot/vol shocks and calendar time decay on a European book. Returns base MTM+Greeks and per-scenario shocked MTM, MTM change, full Greeks. Single-option or multi-leg. USDC exact on Solana/Base.
Answeringour last check, 2026-10-11
1 of 1checks answered this week
923 msmedian answer time
$0.25listed price per call
$0.25price 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/portfolio/scenario
| 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 | $0.25 | 923 ms |
Example input (from the provider)
{
"body": {
"dividendYield": 0,
"positions": [
{
"optionType": "call",
"quantity": 10,
"strike": 100,
"timeToExpiry": 1,
"underlying": 100,
"volatility": 0.2
},
{
"optionType": "put",
"quantity": -5,
"strike": 110,
"timeToExpiry": 1,
"underlying": 100,
"volatility": 0.22
}
],
"rate": 0.05,
"scenarios": [
{
"name": "spot_down_10",
"spotShock": -0.1,
"timeDecayDays": 0,
"volShock": 0
},
{
"name": "vol_up_20pct_rel",
"spotShock": 0,
"timeDecayDays": 1,
"volShock": 0.2
}
]
},
"bodyType": "json",
"method": "POST",
"type": "http"
}
Promised output schema (from the provider)
{
"$schema": "https://json-schema.org/draft/2020-12/schema",
"properties": {
"input": {
"additionalProperties": false,
"properties": {
"body": {
"additionalProperties": false,
"description": "Reprice a portfolio under relative spot/vol shocks and calendar time decay.",
"properties": {
"dividendYield": {
"minimum": 0,
"type": "number"
},
"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 \u03c3 for this leg",
"exclusiveMinimum": 0,
"type": "number"
}
},
"required": [
"underlying",
"strike",
"timeToExpiry",
"optionType",
"quantity",
"volatility"
],
"type": "object"
},
"minItems": 1,
"type": "array"
},
"rate": {
"type": "number"
},
"scenarios": {
"items": {
"additionalProperties": false,
"properties": {
"name": {
"type": "string"
},
"spotShock": {
"description": "Relative spot move; newS = S*(1+spotShock)",
"type": "number"
},
"timeDecayDays": {
"description": "Calendar days of time decay; T reduced by days/365",
"minimum": 0,
"type": "number"
},
"volShock": {
"description": "Relative vol move; new\u03c3 = \u03c3*(1+volShock)",
"type": "number"
}
},
"type": "object"
},
"maxItems": 20,
"minItems": 1,
"type": "array"
}
},
"required": [
"rate",
"positions",
"scenarios"
],
"title": "PortfolioScenarioRequest",
"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": {
"base": {
"type": "object"
},
"computedAt": {
"type": "string"
},
"positionCount": {
"type": "integer"
},
"requestId": {
"type": "string"
},
"scenarioCount": {
"type": "integer"
},
"scenarios": {
"type": "array"
}
},
"required": [
"base",
"scenarios",
"positionCount",
"scenarioCount",
"requestId",
"computedAt"
],
"type": "object"
},
"type": {
"type": "string"
}
},
"required": [
"type"
],
"type": "object"
}
},
"required": [
"input"
],
"type": "object"
}