Agent Service · x402 · early usage

When to use: book of market premiums → need IV grid + per-quote Greeks (not a single co…

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…

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

Tags: iv_calib · mark · multi-chain · usdc · volatility · bazaar

Call contract

Method: POST
Input: json
Output: json
Last paid call: 2026-10-10

Input example from Bazaar metadata

{
  "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
}

Output example

{
  "computedAt": "2026-01-01T00:00:00.000Z",
  "fit": {
    "failedCount": 0,
    "maxAbsPriceError": 2e-8,
    "meanAbsPriceError": 1e-8,
    "okCount": 3,
    "rmsePriceError": 1.2e-8
  },
  "market": {
    "dividendYield": 0,
    "rate": 0.05
  },
  "points": [
    {
      "greeks": {
        "delta": 0.75,
        "gamma": 0.02,
        "rho": 10,
        "theta": -8,
        "vega": 15
      },
      "impliedVol": 0.25,
      "index": 0,
      "modelPrice": 12.5,
      "optionType": "call",
      "premium": 12.5,
      "priceError": 0,
      "status": "ok",
      "strike": 90,
      "timeToExpiry": 0.25,
      "underlying": 100
    }
  ],
  "requestId": "00000000-0000-4000-8000-000000000002",
  "stats": {
    "avgIterations": 4,
    "elapsedMs": 1.2,
    "optionCount": 3,
    "solver": "fastImpliedVol"
  },
  "surface": {
    "impliedVols": [
      [
        0.25,
        null,
        null
      ],
      [
        null,
        0.22,
        null
      ],
      [
        null,
        null,
        0.2
      ]
    ],
    "maturities": [
      0.25,
      0.5,
      1
    ],
    "strikes": [
      90,
      100,
      110
    ]
  }
}

Use with an agent

Discover. Agents find this listing with GET https://bazaar.saylorinnovations.com/discovery/search?query=…, the MCP tool search_resources, or /discovery/resources.
Inspect. Fetch /resources/32347.json for the price and payment options.
Pay. Call GET https://derivatives-pricer-production.up.railway.app/v1/volatility/surface. The provider answers 402 with its payment requirements. An x402 client signs one of the options below and retries with PAYMENT-SIGNATURE.
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: $0.1 / 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

Scheme	Network	Asset	Amount	Pay to	Timeout
exact	Solana solana:5eykt4UsFv8P8NJdTREpY1vzqKqZKvdp	USDC	$0.1	DCi9X5mmacNGLeJvCw9fdWgX3G8V4QquDn4EuXATkcYr	300s
exact	Base eip155:8453	USDC	$0.1	0x34cfb8bdbf16e4484b7da0ed31deed5771b16c8f	300s

accepts[] (raw JSON)

[
  {
    "scheme": "exact",
    "network": "solana:5eykt4UsFv8P8NJdTREpY1vzqKqZKvdp",
    "payTo": "DCi9X5mmacNGLeJvCw9fdWgX3G8V4QquDn4EuXATkcYr",
    "asset": "EPjFWdd5AufqSSqeM2qN1xzybapC8G4wEGGkZwyTDt1v",
    "amount": "100000",
    "amountUsd": 0.1,
    "maxTimeoutSeconds": 300
  },
  {
    "scheme": "exact",
    "network": "eip155:8453",
    "payTo": "0x34cfb8bdbf16e4484b7da0ed31deed5771b16c8f",
    "asset": "0x833589fCD6eDb6E08f4c7C32D4f71b54bdA02913",
    "amount": "100000",
    "amountUsd": 0.1,
    "maxTimeoutSeconds": 300
  }
]

Schemas

Output schema (JSON Schema)

{
  "properties": {
    "example": {
      "description": "Strike×maturity 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"
        },
        "market": {
          "description": "Echo of shared rate and yield",
          "properties": {
            "dividendYield": {
              "type": "number"
            },
            "rate": {
              "type": "number"
            }
          },
          "type": "object"
        },
        "points": {
          "description": "Per-input quote results: IV, Greeks, model price vs premium, status",
          "items": {
            "properties": {
              "greeks": {
                "description": "Analytic Greeks at solved IV (null if failed)",
                "type": [
                  "object",
                  "null"
                ]
              },
              "impliedVol": {
                "description": "Solved annualized IV or null if failed",
                "type": [
                  "number",
                  "null"
                ]
              },
              "index": {
                "type": "integer"
              },
              "modelPrice": {
                "type": [
                  "number",
                  "null"
                ]
              },
              "optionType": {
                "enum": [
                  "call",
                  "put"
                ],
                "type": "string"
              },
              "premium": {
                "type": "number"
              },
              "priceError": {
                "description": "modelPrice − premium",
                "type": [
                  "number",
                  "null"
                ]
              },
              "reason": {
                "description": "Failure reason when status=failed",
                "type": "string"
              },
              "status": {
                "enum": [
                  "ok",
                  "failed"
                ],
                "type": "string"
              },
              "strike": {
                "type": "number"
              },
              "timeToExpiry": {
                "type": "number"
              },
              "underlying": {
                "type": "number"
              }
            },
            "type": "object"
          },
          "type": "array"
        },
        "requestId": {
          "type": "string"
        },
        "stats": {
          "description": "Compute telemetry for agents (latency, solver id)",
          "properties": {
            "avgIterations": {
              "type": "number"
            },
            "elapsedMs": {
              "type": "number"
            },
            "optionCount": {
              "type": "integer"
            },
            "solver": {
              "const": "fastImpliedVol",
              "type": "string"
            }
          },
          "type": "object"
        },
        "surface": {
          "description": "Dense IV grid derived from successful inversions",
          "properties": {
            "impliedVols": {
              "description": "Grid [strikeIndex][maturityIndex]; null where no successful quote mapped",
              "items": {
                "items": {
                  "type": [
                    "number",
                    "null"
                  ]
                },
                "type": "array"
              },
              "type": "array"
            },
            "maturities": {
              "description": "Sorted unique year-fraction maturities",
              "items": {
                "type": "number"
              },
              "type": "array"
            },
            "strikes": {
              "description": "Sorted unique strikes from the book",
              "items": {
                "type": "number"
              },
              "type": "array"
            }
          },
          "required": [
            "strikes",
            "maturities",
            "impliedVols"
          ],
          "type": "object"
        }
      },
      "required": [
        "surface",
        "market",
        "points",
        "fit",
        "stats",
        "requestId",
        "computedAt"
      ],
      "title": "ImpliedVolatilitySurfaceResponse",
      "type": "object"
    },
    "type": {
      "type": "string"
    }
  },
  "required": [
    "type"
  ],
  "type": "object"
}

Example shape — generated from the schema, not a captured live response

{
  "example": {
    "computedAt": "string",
    "fit": {
      "failedCount": 0,
      "maxAbsPriceError": 0,
      "meanAbsPriceError": 0,
      "okCount": 0,
      "rmsePriceError": 0
    },
    "market": {
      "dividendYield": 0,
      "rate": 0
    },
    "points": [
      {
        "greeks": {},
        "impliedVol": 0,
        "index": 0,
        "modelPrice": 0,
        "optionType": "call",
        "premium": 0,
        "priceError": 0,
        "reason": "string",
        "status": "ok",
        "strike": 0,
        "timeToExpiry": 0,
        "underlying": 0
      }
    ],
    "requestId": "string",
    "stats": {
      "avgIterations": 0,
      "elapsedMs": 0,
      "optionCount": 0,
      "solver": "string"
    },
    "surface": {
      "impliedVols": [
        [
          0
        ]
      ],
      "maturities": [
        0
      ],
      "strikes": [
        0
      ]
    }
  },
  "type": "string"
}

Examples

curl

curl -X POST 'https://derivatives-pricer-production.up.railway.app/v1/volatility/surface' -H 'Content-Type: application/json' --data '{"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}'
# -> 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/volatility/surface", {
  "method": "POST",
  "headers": {
    "content-type": "application/json"
  },
  "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}"
});
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/volatility/surface", json=json.loads("{\"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}"))
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/volatility/surface
Machine-readable: /resources/32347.json