Agent Bazaarby Saylor Innovations
Menu
ExploreMCPx402InsightsPublishGuidesDocs Connect an Agent GitHub
SU
Utilities · x402 · early usage

When to use: book reval on an IV surface under F/rate/time/vol shocks with sticky money…

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 sca…

by derivatives-pricer-production.up.railway.app · discovered, not yet claimed by its owner · updated 2026-10-10

30d calls1
30d payers1
MethodPOST
Outputjson

Mirrored from Coinbase's public x402 Bazaar. The description is the provider's own text and has not been reviewed here; the payment requirements are copied as published.

What it does

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.

Tags: scenario · mark · multi-chain · usdc · smile · bazaar

Call contract

Method
POST
Input
json
Output
json
Last paid call
2026-10-10
Input example from Bazaar metadata
{
  "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"
}
Output example
{
  "book": {
    "deltaValue": 7.36197848,
    "greeksBase": {
      "delta": 0.63683059,
      "gamma": 0.01876202,
      "rho": 53.23248343,
      "theta": -6.41402764,
      "vega": 37.52403469
    },
    "greeksNote": "Greeks are analytic BS Greeks at sticky/scenario σ — NOT full smile-recalibrated bump deltas",
    "greeksScenario": {
      "delta": 0.79160899,
      "gamma": 0.01273721,
      "rho": 69.26443492,
      "theta": -6.69435438,
      "vega": 31.55892407
    },
    "valueBase": 10.45057562,
    "valueScenario": 17.8125541
  },
  "computedAt": "2026-01-01T00:00:00.000Z",
  "legs": [
    {
      "base": {
        "contribution": 10.45057562,
        "forward": 100,
        "greeks": {
          "delta": 0.63683059,
          "gamma": 0.01876202,
          "rho": 53.23248343,
          "theta": -6.41402764,
          "vega": 37.52403469
        },
        "impliedVol": 0.2,
        "k": 0,
        "price": 10.45057562,
        "timeToExpiry": 1,
        "underlying": 100
      },
      "deltaValue": 7.36197848,
      "index": 0,
      "optionType": "call",
      "quantity": 1,
      "scenario": {
        "contribution": 17.8125541,
        "forward": 110,
        "greeks": {
          "delta": 0.79160899,
          "gamma": 0.01273721,
          "rho": 69.26443492,
          "theta": -6.69435438,
          "vega": 31.55892407
        },
        "impliedVol": 0.20476824,
        "k": -0.09531018,
        "price": 17.8125541,
        "timeToExpiry": 1,
        "underlying": 110
      },
      "strike": 100
    }
  ],
  "model": "black-scholes-merton+surface-tv-bilinear",
  "optionStyle": "european",
  "requestId": "00000000-0000-4000-8000-000000000007",
  "scenario": {
    "rateBp": 0,
    "rateScenario": 0.05,
    "smileTwist": 0,
    "timeDays": 0,
    "underlyingRel": 0.1,
    "volAbs": 0,
    "volRel": 0
  },
  "sticky": "moneyness",
  "surfaceMeta": {
    "convention": "log_moneyness_forward",
    "kCount": 3,
    "pointCount": 9,
    "tCount": 3
  },
  "warnings": []
}

Use with an agent

  1. Discover. Agents find this listing with GET https://bazaar.saylorinnovations.com/discovery/search?query=…, the MCP tool search_resources, or /discovery/resources.
  2. Inspect. Fetch /resources/32345.json for the price and payment options.
  3. Pay. Call GET https://derivatives-pricer-production.up.railway.app/v1/option/scenario-from-surface. The provider answers 402 with its payment requirements. An x402 client signs one of the options below and retries with PAYMENT-SIGNATURE.
  4. Execute. The provider returns 200 with the data. Agent Bazaar is not in the request path and never sees your payment.

For humans

You don't need an account or an API key; you need a wallet holding a small amount of USDC on Solana, Base, and an x402-capable client (see the examples below). Call the endpoint unpaid first to see exactly what it asks for.

Pricing & payment

Price
$0.15 / request
Protocol
x402 v2
Auth
No account or API key. Pay per request.
Networks
Solana, Base
Demand
1 calls · 1 unique payers in 30d (public x402 Bazaar data)

x402 payment requirements

SchemeNetworkAssetAmountPay toTimeout
exactSolana
solana:5eykt4UsFv8P8NJdTREpY1vzqKqZKvdp		USDC$0.15DCi9X5mmacNGLeJvCw9fdWgX3G8V4QquDn4EuXATkcYr300s
exactBase
eip155:8453		USDC$0.150x34cfb8bdbf16e4484b7da0ed31deed5771b16c8f300s
accepts[] (raw JSON)
[
  {
    "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
  }
]

Schemas

Output schema (JSON Schema)
{
  "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"
}
Example shape — generated from the schema, not a captured live response
{
  "example": {
    "book": {},
    "computedAt": "string",
    "legs": [
      "value"
    ],
    "requestId": "string",
    "scenario": {},
    "sticky": "string",
    "warnings": [
      "string"
    ]
  },
  "type": "string"
}

Examples

curl
curl -X POST 'https://derivatives-pricer-production.up.railway.app/v1/option/scenario-from-surface' -H 'Content-Type: application/json' --data '{"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"}'
# -> 402 Payment Required; read PAYMENT-REQUIRED
# retry the identical request with PAYMENT-SIGNATURE
JavaScript
const res = await fetch("https://derivatives-pricer-production.up.railway.app/v1/option/scenario-from-surface", {
  "method": "POST",
  "headers": {
    "content-type": "application/json"
  },
  "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\"}"
});
if (res.status === 402) {
  const { accepts } = await res.json();
  // pay one of accepts[] via an x402 client, then retry with the payment header
}
Python
import httpx
import json
res = httpx.request("POST", "https://derivatives-pricer-production.up.railway.app/v1/option/scenario-from-surface", json=json.loads("{\"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\"}"))
if res.status_code == 402:
    accepts = res.json()["accepts"]
    # pay one of accepts[] via an x402 client, then retry with the payment header

Details

Provider
derivatives-pricer-production.up.railway.app
Endpoint
https://derivatives-pricer-production.up.railway.app/v1/option/scenario-from-surface
Machine-readable
/resources/32345.json