{
  "x402Version": 2,
  "id": 32344,
  "slug": "32344",
  "resource": "https://derivatives-pricer-production.up.railway.app/v1/portfolio/greeks",
  "description": "When to use: multi-leg European book → need net MTM + net Greeks (long/short via signed quantity). Shared rate/yield; each leg has underlying, strike, T, type, quantity, vol. Optional dollar Greeks. Prefer scenario endpoint for what-if P&L. USDC exact on Solana/Base.",
  "type": "http",
  "serviceName": "Portfolio Net Greeks",
  "resourceType": "Security",
  "accepts": [
    {
      "scheme": "exact",
      "network": "solana:5eykt4UsFv8P8NJdTREpY1vzqKqZKvdp",
      "payTo": "DCi9X5mmacNGLeJvCw9fdWgX3G8V4QquDn4EuXATkcYr",
      "asset": "EPjFWdd5AufqSSqeM2qN1xzybapC8G4wEGGkZwyTDt1v",
      "amount": "150000",
      "amountUsd": 0.15,
      "maxTimeoutSeconds": 300
    },
    {
      "scheme": "exact",
      "network": "eip155:8453",
      "payTo": "0x34cfb8bdbf16e4484b7da0ed31deed5771b16c8f",
      "asset": "0x833589fCD6eDb6E08f4c7C32D4f71b54bdA02913",
      "amount": "150000",
      "amountUsd": 0.15,
      "maxTimeoutSeconds": 300
    }
  ],
  "outputSchema": {
    "properties": {
      "example": {
        "properties": {
          "computedAt": {
            "type": "string"
          },
          "legs": {
            "type": "array"
          },
          "net": {
            "type": "object"
          },
          "positionCount": {
            "type": "integer"
          },
          "requestId": {
            "type": "string"
          }
        },
        "required": [
          "net",
          "legs",
          "positionCount",
          "requestId",
          "computedAt"
        ],
        "type": "object"
      },
      "type": {
        "type": "string"
      }
    },
    "required": [
      "type"
    ],
    "type": "object"
  },
  "extensions": {
    "bazaar": {
      "info": {
        "input": {
          "body": {
            "dividendYield": 0,
            "includeDollarGreeks": true,
            "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
          },
          "bodyType": "json",
          "method": "POST",
          "type": "http"
        },
        "output": {
          "example": {
            "computedAt": "2026-01-01T00:00:00.000Z",
            "legs": [
              {
                "contribution": 104.50575619,
                "greeks": {
                  "delta": 6.3683059,
                  "gamma": 0.18762017,
                  "rho": 532.32483426,
                  "theta": -64.1402764,
                  "vega": 375.24034692
                },
                "index": 0,
                "optionType": "call",
                "price": 10.45057562,
                "quantity": 10,
                "strike": 100,
                "timeToExpiry": 1,
                "underlying": 100,
                "volatility": 0.2
              },
              {
                "contribution": -57.34136108,
                "greeks": {
                  "delta": 2.69111025,
                  "gamma": -0.09025225,
                  "rho": 326.45238565,
                  "theta": 5.51842437,
                  "vega": -198.55494233
                },
                "index": 1,
                "optionType": "put",
                "price": 11.46827222,
                "quantity": -5,
                "strike": 110,
                "timeToExpiry": 1,
                "underlying": 100,
                "volatility": 0.22
              }
            ],
            "net": {
              "dollarGreeks": {
                "deltaCash": 905.941615,
                "gammaCash": 486.8396,
                "rhoPerPoint": 8.5877722,
                "thetaPerDay": -0.16060781,
                "vegaPerPoint": 1.76685405
              },
              "greeks": {
                "delta": 9.05941615,
                "gamma": 0.09736793,
                "rho": 858.77721991,
                "theta": -58.62185203,
                "vega": 176.68540458
              },
              "mtm": 47.16439511
            },
            "positionCount": 2,
            "requestId": "00000000-0000-4000-8000-000000000004"
          },
          "type": "json"
        }
      },
      "schema": {
        "$schema": "https://json-schema.org/draft/2020-12/schema",
        "properties": {
          "input": {
            "additionalProperties": false,
            "properties": {
              "body": {
                "additionalProperties": false,
                "description": "Aggregate net Greeks and MTM for a multi-leg European option book.",
                "properties": {
                  "dividendYield": {
                    "minimum": 0,
                    "type": "number"
                  },
                  "includeDollarGreeks": {
                    "description": "If true, include cash delta/gamma and per-point vega/theta/rho scalings",
                    "type": "boolean"
                  },
                  "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 σ for this leg",
                          "exclusiveMinimum": 0,
                          "type": "number"
                        }
                      },
                      "required": [
                        "underlying",
                        "strike",
                        "timeToExpiry",
                        "optionType",
                        "quantity",
                        "volatility"
                      ],
                      "type": "object"
                    },
                    "maxItems": 100,
                    "minItems": 1,
                    "type": "array"
                  },
                  "rate": {
                    "type": "number"
                  }
                },
                "required": [
                  "rate",
                  "positions"
                ],
                "title": "PortfolioGreeksRequest",
                "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": {
                  "computedAt": {
                    "type": "string"
                  },
                  "legs": {
                    "type": "array"
                  },
                  "net": {
                    "type": "object"
                  },
                  "positionCount": {
                    "type": "integer"
                  },
                  "requestId": {
                    "type": "string"
                  }
                },
                "required": [
                  "net",
                  "legs",
                  "positionCount",
                  "requestId",
                  "computedAt"
                ],
                "type": "object"
              },
              "type": {
                "type": "string"
              }
            },
            "required": [
              "type"
            ],
            "type": "object"
          }
        },
        "required": [
          "input"
        ],
        "type": "object"
      }
    }
  },
  "tags": [
    "book_risk",
    "hedge_greeks",
    "multi-chain",
    "usdc",
    "portfolio",
    "bazaar"
  ],
  "sourceHost": "derivatives-pricer-production.up.railway.app",
  "lastUpdated": "2026-10-10T23:48:43.5Z",
  "quality": {
    "calls30d": 1,
    "uniquePayers30d": 1,
    "lastCalledAt": "2026-10-10T23:48:43.316Z"
  },
  "metadata": {
    "serviceName": "Portfolio Net Greeks",
    "extensions": {
      "bazaar": {
        "info": {
          "input": {
            "body": {
              "dividendYield": 0,
              "includeDollarGreeks": true,
              "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
            },
            "bodyType": "json",
            "method": "POST",
            "type": "http"
          },
          "output": {
            "example": {
              "computedAt": "2026-01-01T00:00:00.000Z",
              "legs": [
                {
                  "contribution": 104.50575619,
                  "greeks": {
                    "delta": 6.3683059,
                    "gamma": 0.18762017,
                    "rho": 532.32483426,
                    "theta": -64.1402764,
                    "vega": 375.24034692
                  },
                  "index": 0,
                  "optionType": "call",
                  "price": 10.45057562,
                  "quantity": 10,
                  "strike": 100,
                  "timeToExpiry": 1,
                  "underlying": 100,
                  "volatility": 0.2
                },
                {
                  "contribution": -57.34136108,
                  "greeks": {
                    "delta": 2.69111025,
                    "gamma": -0.09025225,
                    "rho": 326.45238565,
                    "theta": 5.51842437,
                    "vega": -198.55494233
                  },
                  "index": 1,
                  "optionType": "put",
                  "price": 11.46827222,
                  "quantity": -5,
                  "strike": 110,
                  "timeToExpiry": 1,
                  "underlying": 100,
                  "volatility": 0.22
                }
              ],
              "net": {
                "dollarGreeks": {
                  "deltaCash": 905.941615,
                  "gammaCash": 486.8396,
                  "rhoPerPoint": 8.5877722,
                  "thetaPerDay": -0.16060781,
                  "vegaPerPoint": 1.76685405
                },
                "greeks": {
                  "delta": 9.05941615,
                  "gamma": 0.09736793,
                  "rho": 858.77721991,
                  "theta": -58.62185203,
                  "vega": 176.68540458
                },
                "mtm": 47.16439511
              },
              "positionCount": 2,
              "requestId": "00000000-0000-4000-8000-000000000004"
            },
            "type": "json"
          }
        },
        "schema": {
          "$schema": "https://json-schema.org/draft/2020-12/schema",
          "properties": {
            "input": {
              "additionalProperties": false,
              "properties": {
                "body": {
                  "additionalProperties": false,
                  "description": "Aggregate net Greeks and MTM for a multi-leg European option book.",
                  "properties": {
                    "dividendYield": {
                      "minimum": 0,
                      "type": "number"
                    },
                    "includeDollarGreeks": {
                      "description": "If true, include cash delta/gamma and per-point vega/theta/rho scalings",
                      "type": "boolean"
                    },
                    "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 σ for this leg",
                            "exclusiveMinimum": 0,
                            "type": "number"
                          }
                        },
                        "required": [
                          "underlying",
                          "strike",
                          "timeToExpiry",
                          "optionType",
                          "quantity",
                          "volatility"
                        ],
                        "type": "object"
                      },
                      "maxItems": 100,
                      "minItems": 1,
                      "type": "array"
                    },
                    "rate": {
                      "type": "number"
                    }
                  },
                  "required": [
                    "rate",
                    "positions"
                  ],
                  "title": "PortfolioGreeksRequest",
                  "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": {
                    "computedAt": {
                      "type": "string"
                    },
                    "legs": {
                      "type": "array"
                    },
                    "net": {
                      "type": "object"
                    },
                    "positionCount": {
                      "type": "integer"
                    },
                    "requestId": {
                      "type": "string"
                    }
                  },
                  "required": [
                    "net",
                    "legs",
                    "positionCount",
                    "requestId",
                    "computedAt"
                  ],
                  "type": "object"
                },
                "type": {
                  "type": "string"
                }
              },
              "required": [
                "type"
              ],
              "type": "object"
            }
          },
          "required": [
            "input"
          ],
          "type": "object"
        }
      }
    }
  },
  "liveness": {
    "reliability": null
  },
  "verified": false,
  "featured": false,
  "provider": {
    "host": "derivatives-pricer-production.up.railway.app",
    "manifest_name": "derivatives-pricer-production.up.railway.app",
    "source": "cdp-mirror",
    "source_manifest_url": "https://api.cdp.coinbase.com/platform/v2/x402/discovery/resources",
    "submitted_at": "2026-10-14T01:15:01.050Z"
  },
  "exampleResponse": {
    "computedAt": "2026-01-01T00:00:00.000Z",
    "legs": [
      {
        "contribution": 104.50575619,
        "greeks": {
          "delta": 6.3683059,
          "gamma": 0.18762017,
          "rho": 532.32483426,
          "theta": -64.1402764,
          "vega": 375.24034692
        },
        "index": 0,
        "optionType": "call",
        "price": 10.45057562,
        "quantity": 10,
        "strike": 100,
        "timeToExpiry": 1,
        "underlying": 100,
        "volatility": 0.2
      },
      {
        "contribution": -57.34136108,
        "greeks": {
          "delta": 2.69111025,
          "gamma": -0.09025225,
          "rho": 326.45238565,
          "theta": 5.51842437,
          "vega": -198.55494233
        },
        "index": 1,
        "optionType": "put",
        "price": 11.46827222,
        "quantity": -5,
        "strike": 110,
        "timeToExpiry": 1,
        "underlying": 100,
        "volatility": 0.22
      }
    ],
    "net": {
      "dollarGreeks": {
        "deltaCash": 905.941615,
        "gammaCash": 486.8396,
        "rhoPerPoint": 8.5877722,
        "thetaPerDay": -0.16060781,
        "vegaPerPoint": 1.76685405
      },
      "greeks": {
        "delta": 9.05941615,
        "gamma": 0.09736793,
        "rho": 858.77721991,
        "theta": -58.62185203,
        "vega": 176.68540458
      },
      "mtm": 47.16439511
    },
    "positionCount": 2,
    "requestId": "00000000-0000-4000-8000-000000000004"
  }
}