x402 Derivatives Desk
https://derivatives-pricer-production.up.railway.app
Registry code: 26796238aec2d427
x402-paid Black-Scholes European option pricing, full analytic Greeks, single-premium IV, IV surfaces, price/scenario on submitted smiles, portfolio net Greeks, and scenario reprice. JSON APIs for agents; USDC on Solana mainnet (PayAI) and Base mainnet (CDP).
from a public catalogue that lists it, not from the operator
- endpoint
- https://derivatives-pricer-production.up.railway.app/mcp
- door code
- 7c23894b65b66c70
- protocol
- http-sse ·2025-06-18
- authentication
- none observed
- public key
- none — nobody has proven they own this listing · is it yours? claim it
- karma
- 10 · newcomer
- Is x402 Derivatives Desk live?
- Yes — it answered the hub's last check (checked 1h ago). It answered 100% of checks over the last 30 days.
- Is x402 Derivatives Desk free to use?
- Not measured yet.
- What tools does x402 Derivatives Desk have?
- 8 tools: service_info, price_option, implied_vol_surface, portfolio_greeks, portfolio_scenario, scenario_from_surface, implied_vol, price_from_surface.
- Is x402 Derivatives Desk safe to connect?
- The hub found no text in its card or tool descriptions aimed at the agent reading them. It measures what the server answers, not its code — grant it only the access its tools need.
90 days 98.7%· all time 99%
last good check
of 8 tools
- degraded → live
- live → degraded· timeout after 20000ms
- degraded → live
- degraded → live
- live → degraded· timeout after 20000ms
- topic
- finance & markets
- used for
- price a european or american option
- compute option greeks
- solve implied volatility from a premium
- build an implied volatility surface
- reprice a portfolio under scenarios
- takes → gives
- data → data
- tools
- 8 reads
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through this hub
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what callers paid
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last 2026-11-10
concentrated
Price is per tool, not per server. An agent whose handshake is open can hold tools that demand a key or a payment, and one figure for the whole agent sends callers into a wall.
scenario_from_surface reads 0.15 USDC paid never probed
Book reval on an IV surface: base vs scenario with sticky moneyness|strike|fixed_vol and optional F/rate/time/vol/smileTwist shocks. When to call: need MTM change on a smile under shocks. NOT for: scalar-σ portfolio scenarios (use portfolio_scenario); static pricing only (use price_from_surface). Same engine as POST /v1/option/scenario-from-surface. Payment: $0.15 USDC exact may be required.
{ "type": "object", "$schema": "http://json-schema.org/draft-07/schema#", "required": [ "surfaceConvention", "rate", "surface", "positions", "scenario" ], "properties": { "rate": { "type": "number" }, "sticky": { "enum": [ "moneyness", "strike", "fixed_vol" ], "type": "string", "default": "moneyness" }, "surface": { "type": "array", "items": { "anyOf": [ { "type": "object", "required": [ "k", "timeToExpiry", "iv" ], "properties": { "k": { "type": "number", "description": "Log-moneyness k = ln(K/F)" }, "iv": { "type": "number", "exclusiveMinimum": 0 }, "timeToExpiry": { "type": "number", "minimum": 0 } }, "additionalProperties": false }, { "type": "object", "required": [ "strike", "underlying", "timeToExpiry", "iv" ], "properties": { "iv": { "type": "number", "exclusiveMinimum": 0 }, "strike": { "type": "number", "exclusiveMinimum": 0 }, "underlying": { "type": "number", "exclusiveMinimum": 0 }, "timeToExpiry": { "type": "number", "minimum": 0 } }, "additionalProperties": false } ] }, "minItems": 1 }, "scenario": { "type": "object", "properties": { "rateBp": { "type": "number", "default": 0 }, "volAbs": { "type": "number", "default": 0 }, "volRel": { "type": "number", "default": 0 }, "timeDays": { "type": "number", "default": 0, "minimum": 0 }, "smileTwist": { "type": "number", "default": 0 }, "underlyingAbs": { "type": "number" }, "underlyingRel": { "type": "number" } }, "additionalProperties": false }, "wingRule": { "type": "string", "const": "flat_vol" }, "positions": { "type": "array", "items": { "type": "object", "required": [ "underlying", "strike", "timeToExpiry", "optionType" ], "properties": { "id": { "type": "string", "maxLength": 64 }, "strike": { "type": "number", "exclusiveMinimum": 0 }, "quantity": { "type": "number", "default": 1 }, "optionType": { "enum": [ "call", "put" ], "type": "string" }, "underlying": { "type": "number", "description": "Forward or spot-as-forward F", "exclusiveMinimum": 0 }, "timeToExpiry": { "type": "number", "minimum": 0 } }, "additionalProperties": false }, "minItems": 1 }, "optionStyle": { "enum": [ "european", "american" ], "type": "string", "default": "european" }, "dividendYield": { "type": "number", "default": 0, "minimum": 0 }, "interpolation": { "type": "string", "const": "total_variance_bilinear" }, "surfaceConvention": { "type": "string", "const": "log_moneyness_forward" } }, "additionalProperties": false }arguments 187 linesimplied_vol reads 0.03 USDC paid never probed
Solve implied volatility from a single market premium (European BSM or American CRR), then return σ̂ and Greeks. When to call: one quote (premium known); not a full book. NOT for: multi-quote surfaces (use implied_vol_surface) or local-vol calibration. Same engine as POST /v1/option/implied-vol. Payment: $0.03 USDC exact may be required.
{ "type": "object", "$schema": "http://json-schema.org/draft-07/schema#", "required": [ "underlying", "strike", "rate", "optionType", "premium" ], "properties": { "rate": { "type": "number" }, "strike": { "type": "number", "exclusiveMinimum": 0 }, "premium": { "type": "number", "minimum": 0, "description": "Market option premium" }, "treeSteps": { "type": "integer", "maximum": 500, "minimum": 50 }, "expiration": { "type": "string", "format": "date-time" }, "optionType": { "enum": [ "call", "put" ], "type": "string" }, "underlying": { "type": "number", "description": "Underlying S (>0); equity spot or forward mark", "exclusiveMinimum": 0 }, "optionStyle": { "enum": [ "european", "american" ], "type": "string", "default": "european" }, "forwardStart": { "type": "string", "format": "date-time" }, "timeToExpiry": { "type": "number", "minimum": 0 }, "dividendYield": { "type": "number", "default": 0, "minimum": 0 } }, "additionalProperties": false }arguments 68 linesprice_from_surface reads 0.08 USDC paid never probed
Price options on a submitted IV surface (total-variance bilinear in log-moneyness k=ln(K/F); wingRule=flat_vol). When to call: you already have a smile/surface grid and need prices + Greeks at interpolated σ. NOT for: inventing Dupire/SABR/local vol; scalar σ (use price_option); inverting premiums (use implied_vol_surface). Same engine as POST /v1/option/price-from-surface. Payment: $0.08 USDC exact may be required.
{ "type": "object", "$schema": "http://json-schema.org/draft-07/schema#", "required": [ "surfaceConvention", "rate", "surface", "options" ], "properties": { "rate": { "type": "number" }, "options": { "type": "array", "items": { "type": "object", "required": [ "underlying", "strike", "timeToExpiry", "optionType" ], "properties": { "id": { "type": "string", "maxLength": 64 }, "strike": { "type": "number", "exclusiveMinimum": 0 }, "quantity": { "type": "number", "default": 1 }, "optionType": { "enum": [ "call", "put" ], "type": "string" }, "underlying": { "type": "number", "description": "Forward or spot-as-forward F", "exclusiveMinimum": 0 }, "timeToExpiry": { "type": "number", "minimum": 0 } }, "additionalProperties": false }, "minItems": 1 }, "surface": { "type": "array", "items": { "anyOf": [ { "type": "object", "required": [ "k", "timeToExpiry", "iv" ], "properties": { "k": { "type": "number", "description": "Log-moneyness k = ln(K/F)" }, "iv": { "type": "number", "exclusiveMinimum": 0 }, "timeToExpiry": { "type": "number", "minimum": 0 } }, "additionalProperties": false }, { "type": "object", "required": [ "strike", "underlying", "timeToExpiry", "iv" ], "properties": { "iv": { "type": "number", "exclusiveMinimum": 0 }, "strike": { "type": "number", "exclusiveMinimum": 0 }, "underlying": { "type": "number", "exclusiveMinimum": 0 }, "timeToExpiry": { "type": "number", "minimum": 0 } }, "additionalProperties": false } ] }, "minItems": 1 }, "wingRule": { "type": "string", "const": "flat_vol" }, "optionStyle": { "enum": [ "european", "american" ], "type": "string", "default": "european" }, "dividendYield": { "type": "number", "default": 0, "minimum": 0 }, "interpolation": { "type": "string", "const": "total_variance_bilinear" }, "surfaceConvention": { "type": "string", "const": "log_moneyness_forward", "description": "Only log_moneyness_forward in v1" } }, "additionalProperties": false }arguments 145 linesservice_info reads unknown never probed
Free discovery: prices, networks, HTTP paths, MCP tools. Call first to learn how to use this derivatives desk. No USDC required.
{ "type": "object", "$schema": "http://json-schema.org/draft-07/schema#", "properties": {} }arguments 5 linesprice_option reads unknown never probed
Price a European BSM, Black-76 (forward), or American CRR option and return Greeks. model=bsm (default) or black76; greekConvention=raw or trading. Optional forwardStart/expiration ISO-8601 window. When to call: model inputs (spot or forward, strike, T, r, σ, call/put). NOT for: swing/multi-exercise, barrier/local-vol PDE, or inverting premiums (use implied_vol). Same engine as POST /v1/option/price. Payment: $0.01 USDC exact may be required.
{ "type": "object", "$schema": "http://json-schema.org/draft-07/schema#", "required": [ "strike", "rate", "volatility", "optionType" ], "properties": { "rate": { "type": "number", "description": "Continuous risk-free rate r" }, "spot": { "type": "number", "description": "Underlying S (>0). Required for model=bsm; optional for black76 if forward set.", "exclusiveMinimum": 0 }, "model": { "enum": [ "bsm", "black76" ], "type": "string", "default": "bsm", "description": "bsm (spot BSM, default) or black76 (forward/futures)" }, "strike": { "type": "number", "description": "Strike K (>0)", "exclusiveMinimum": 0 }, "forward": { "type": "number", "description": "Forward F for model=black76 (else spot used as F)", "exclusiveMinimum": 0 }, "treeSteps": { "type": "integer", "maximum": 500, "minimum": 50 }, "expiration": { "type": "string", "format": "date-time", "description": "ISO-8601 end of vol/exercise window" }, "optionType": { "enum": [ "call", "put" ], "type": "string", "description": "Call or put" }, "volatility": { "type": "number", "description": "Annualized vol σ (>0)", "exclusiveMinimum": 0 }, "optionStyle": { "enum": [ "european", "american" ], "type": "string", "default": "european", "description": "Exercise style (default \"european\"; black76 is european-only)" }, "forwardStart": { "type": "string", "format": "date-time", "description": "ISO-8601 start of vol/exercise window" }, "timeToExpiry": { "type": "number", "minimum": 0, "description": "Year-fraction to expiry T (xor expiration)" }, "dividendYield": { "type": "number", "default": 0, "minimum": 0, "description": "Continuous yield q (default 0; must be 0 for black76)" }, "greekConvention": { "enum": [ "raw", "trading" ], "type": "string", "default": "raw", "description": "raw: vega/1.0 vol, theta/year, rho/1.0 rate; trading: 1%/day/bp" } }, "additionalProperties": false }arguments 98 linesimplied_vol_surface reads unknown never probed
Build an implied-vol smile/term structure from a strip of market premiums (European or American). When to call: multi-strike multi-maturity premiums. NOT for: single-premium IV (use implied_vol), scalar-σ pricing (use price_option). Same engine as POST /v1/volatility/surface. Payment: $0.10 USDC exact may be required.
{ "type": "object", "$schema": "http://json-schema.org/draft-07/schema#", "required": [ "rate", "options" ], "properties": { "rate": { "type": "number", "description": "Shared continuous rate r" }, "options": { "type": "array", "items": { "type": "object", "required": [ "underlying", "strike", "optionType", "premium" ], "properties": { "strike": { "type": "number", "exclusiveMinimum": 0 }, "premium": { "type": "number", "minimum": 0, "description": "Market premium for this quote" }, "optionType": { "enum": [ "call", "put" ], "type": "string" }, "underlying": { "type": "number", "description": "Underlying for this row (may differ by maturity)", "exclusiveMinimum": 0 }, "timeToExpiry": { "type": "number", "minimum": 0 } }, "additionalProperties": false }, "minItems": 1, "description": "Market quotes with per-row underlyings and unique premiums" }, "treeSteps": { "type": "integer", "maximum": 500, "minimum": 50 }, "expiration": { "type": "string", "format": "date-time" }, "optionStyle": { "enum": [ "european", "american" ], "type": "string", "default": "european" }, "forwardStart": { "type": "string", "format": "date-time" }, "dividendYield": { "type": "number", "default": 0, "minimum": 0 } }, "additionalProperties": false }arguments 83 linesportfolio_greeks reads unknown never probed
Net MTM + Greeks for a multi-leg book (signed quantity: +long / −short). optionStyle european|american. Optional dollar Greeks. When to call: multi-leg risk aggregation with per-leg scalar σ. NOT for: smile/surface books (use price_from_surface / scenario_from_surface). Same engine as POST /v1/portfolio/greeks. Payment: $0.15 USDC exact may be required.
{ "type": "object", "$schema": "http://json-schema.org/draft-07/schema#", "required": [ "rate", "positions" ], "properties": { "rate": { "type": "number" }, "positions": { "type": "array", "items": { "type": "object", "required": [ "underlying", "strike", "timeToExpiry", "optionType", "quantity", "volatility" ], "properties": { "strike": { "type": "number", "exclusiveMinimum": 0 }, "quantity": { "type": "number", "description": "Signed quantity (positive=long, negative=short)" }, "optionType": { "enum": [ "call", "put" ], "type": "string" }, "underlying": { "type": "number", "exclusiveMinimum": 0 }, "volatility": { "type": "number", "exclusiveMinimum": 0 }, "timeToExpiry": { "type": "number", "minimum": 0 } }, "additionalProperties": false }, "minItems": 1 }, "optionStyle": { "enum": [ "european", "american" ], "type": "string", "default": "european" }, "dividendYield": { "type": "number", "default": 0, "minimum": 0 }, "includeDollarGreeks": { "type": "boolean", "default": false } }, "additionalProperties": false }arguments 76 linesportfolio_scenario reads unknown never probed
Reprice a multi-leg book under relative spot/vol shocks and calendar time decay (per-leg scalar σ). When to call: what-if P&L on a scalar-σ book. NOT for: sticky smile scenarios (use scenario_from_surface). Same engine as POST /v1/portfolio/scenario. Payment: $0.25 USDC exact may be required.
{ "type": "object", "$schema": "http://json-schema.org/draft-07/schema#", "required": [ "rate", "positions", "scenarios" ], "properties": { "rate": { "type": "number" }, "positions": { "type": "array", "items": { "type": "object", "required": [ "underlying", "strike", "timeToExpiry", "optionType", "quantity", "volatility" ], "properties": { "strike": { "type": "number", "exclusiveMinimum": 0 }, "quantity": { "type": "number", "description": "Signed quantity (positive=long, negative=short)" }, "optionType": { "enum": [ "call", "put" ], "type": "string" }, "underlying": { "type": "number", "exclusiveMinimum": 0 }, "volatility": { "type": "number", "exclusiveMinimum": 0 }, "timeToExpiry": { "type": "number", "minimum": 0 } }, "additionalProperties": false }, "minItems": 1 }, "scenarios": { "type": "array", "items": { "type": "object", "properties": { "name": { "type": "string", "maxLength": 64 }, "volShock": { "type": "number", "default": 0 }, "spotShock": { "type": "number", "default": 0 }, "timeDecayDays": { "type": "number", "default": 0, "minimum": 0 } }, "additionalProperties": false }, "minItems": 1 }, "optionStyle": { "enum": [ "european", "american" ], "type": "string", "default": "european" }, "dividendYield": { "type": "number", "default": 0, "minimum": 0 } }, "additionalProperties": false }arguments 100 lines
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