When to use
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.
Answeringour last check, 2026-10-11
1 of 1checks answered this week
490 msmedian answer time
$0.1listed price per call
$0.1price 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/volatility/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 | $0.1 | 490 ms |
Example input (from the provider)
{
"body": {
"dividendYield": 0,
"options": [
{
"optionType": "call",
"premium": 12.5,
"strike": 90,
"timeToExpiry": 0.25,
"underlying": 100
},
{
"optionType": "call",
"premium": 8.7,
"strike": 100,
"timeToExpiry": 0.5,
"underlying": 102
},
{
"optionType": "put",
"premium": 9.1,
"strike": 110,
"timeToExpiry": 1,
"underlying": 101
}
],
"rate": 0.05
},
"bodyType": "json",
"method": "POST",
"type": "http"
}
Promised output schema (from the provider)
{
"$schema": "https://json-schema.org/draft/2020-12/schema",
"properties": {
"input": {
"additionalProperties": false,
"properties": {
"body": {
"additionalProperties": false,
"description": "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 \u2014 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 \u03c4.",
"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 (\u2265 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 (\u2265 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\u00d7maturity 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"
},