{
  "x402Version": 2,
  "id": 32347,
  "slug": "32347",
  "resource": "https://derivatives-pricer-production.up.railway.app/v1/volatility/surface",
  "description": "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.",
  "type": "http",
  "serviceName": "IV Surface Desk",
  "resourceType": "Agent Service",
  "accepts": [
    {
      "scheme": "exact",
      "network": "solana:5eykt4UsFv8P8NJdTREpY1vzqKqZKvdp",
      "payTo": "DCi9X5mmacNGLeJvCw9fdWgX3G8V4QquDn4EuXATkcYr",
      "asset": "EPjFWdd5AufqSSqeM2qN1xzybapC8G4wEGGkZwyTDt1v",
      "amount": "100000",
      "amountUsd": 0.1,
      "maxTimeoutSeconds": 300
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      "amount": "100000",
      "amountUsd": 0.1,
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  ],
  "outputSchema": {
    "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": [
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              "maturities",
              "impliedVols"
            ],
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        },
        "required": [
          "surface",
          "market",
          "points",
          "fit",
          "stats",
          "requestId",
          "computedAt"
        ],
        "title": "ImpliedVolatilitySurfaceResponse",
        "type": "object"
      },
      "type": {
        "type": "string"
      }
    },
    "required": [
      "type"
    ],
    "type": "object"
  },
  "extensions": {
    "bazaar": {
      "info": {
        "input": {
          "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"
        },
        "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
              ]
            }
          },
          "type": "json"
        }
      },
      "schema": {
        "$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 — 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 τ.",
                    "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 (≥ 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 (≥ 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": [
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                ],
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              },
              "type": {
                "const": "http",
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              "body"
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          },
          "output": {
            "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"
          }
        },
        "required": [
          "input"
        ],
        "type": "object"
      }
    }
  },
  "tags": [
    "iv_calib",
    "mark",
    "multi-chain",
    "usdc",
    "volatility",
    "bazaar"
  ],
  "sourceHost": "derivatives-pricer-production.up.railway.app",
  "lastUpdated": "2026-10-10T23:48:39.609Z",
  "quality": {
    "calls30d": 1,
    "uniquePayers30d": 1,
    "lastCalledAt": "2026-10-10T23:48:39.4Z"
  },
  "metadata": {
    "serviceName": "IV Surface Desk",
    "extensions": {
      "bazaar": {
        "info": {
          "input": {
            "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"
          },
          "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": [
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                  100,
                  110
                ]
              }
            },
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          "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 — 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 τ.",
                      "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 (≥ 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 (≥ 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": [
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                    "form-data",
                    "text"
                  ],
                  "type": "string"
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                  "type": "string"
                },
                "type": {
                  "const": "http",
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                }
              },
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              ],
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            },
            "output": {
              "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"
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    "manifest_name": "derivatives-pricer-production.up.railway.app",
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    "source_manifest_url": "https://api.cdp.coinbase.com/platform/v2/x402/discovery/resources",
    "submitted_at": "2026-10-14T01:15:01.050Z"
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}