option scenario from surface derived
derivatives-pricer-production.up.railway.appMarket dataderived
POST https://derivatives-pricer-production.up.railway.app/v1/option/scenario-from-surface
passlisted in Coinbase#2 by calls of 7 on this host
0.15 USDC
per call, as the listing declares it on solana:
- Validation state
- pass
- Uptime, 7 / 30 / 90 days
- 100% / 100% / 100%
- Calls, trailing 30 days
- 1
- Unique payers, trailing 30 days
- 1
- Last called
- 2026-10-10 23:48 UTC
- First observed by TOLLderived
- 2026-10-11
- Pricederived
- 0.15 USDC
- Networks
- 2
How big is this endpoint among the ones like it?
No trace is drawn of this endpoint’s own volume. Its counters have changed 1 time across 7 observations, and 3 changes are the fewest this site will draw a trace through, because two points and a guess are not a series. Every observation is in the JSON.
TOLL's first observation of option scenario from surface was 2026-10-11.
derivatives-pricer-production.up.railway.app serves option scenario from surface, a POST endpoint that TOLL places in market data, listed in the Coinbase registry.
Per call, option scenario from surface declares 0.15 USDC on Solana.
Callers of option scenario from surface supply a json body with the fields rate, sticky, surface, scenario, wingRule, positions and 2 others.
option scenario from surface answered the sweep of 2026-10-16 with a valid 402, as at every sweep since 2026-10-11.
A response from option scenario from surface, as declared, includes book, legs, model, sticky, scenario, warnings and 2 others.
For option scenario from surface the listing declares 2 accepts on Solana and Base, to 2 different wallets.
Of derivatives-pricer-production.up.railway.app's 7 listings, option scenario from surface ranks tied 2nd by calls with 5 others.
option scenario from surface takes 10% of the calls counted across derivatives-pricer-production.up.railway.app.
In the trailing 30 days: one call, one payer.
option scenario from surface was last called 3 days before the snapshot.
Closest in price to option scenario from surface within market data: send token at keyring-agent.blockchhub.link and distribution balance exchanges relative at x402.glassnode.com.
option scenario from surface is near the top of prices in market data; 97% of comparable listings are cheaper.
The wallet paid by option scenario from surface is the payee of 7 endpoints on one host.
Seller tags: scenario, mark, multi-chain and usdc.
The price of option scenario from surface is declared by 36 other listings in market data too.
the payment options, as of 2026-10-13 14:08 UTC · method · pinnable
| registry | network | asset | amount | scheme | pay to |
|---|---|---|---|---|---|
| Coinbase | solana: | USDC | 0.15 USDC | exact | DCi9X5mm…ATkcYr |
| Coinbase | eip155: | USDC | 0.15 USDC | exact | 0x34cfb8…b16c8f |
the checks, as of 2026-10-16 09:39 UTC · method · pinnableendpoint answered HTTP 402
No named check failed.
Every sweep that observed this endpoint, newest first.
| observed, UTC | state | failed checks | sweep |
|---|---|---|---|
| 2026-10-16 09:39 UTC | pass | 0 | daily-2026-10-16 |
| 2026-10-15 11:39 UTC | pass | 0 | daily-2026-10-15 |
| 2026-10-14 09:30 UTC | pass | 0 | daily-2026-10-14 |
| 2026-10-13 14:49 UTC | pass | 0 | daily-2026-10-13 |
| 2026-10-12 11:48 UTC | pass | 0 | daily-2026-10-12 |
| 2026-10-11 10:27 UTC | pass | 0 | daily-2026-10-11 |
| 2026-10-11 05:49 UTC | pass | 0 | new-after-daily-2026-10-11 |
Presence in a registry, not liveness of the service (method). Newest first.
- listed in Coinbase
From the registry record, not validated by TOLL.the declared schema, as of 2026-10-10 23:48 UTC · method · live
The input and output block
{
"input": {
"body": {
"rate": 0.05,
"sticky": "moneyness",
"surface": [
{
"k": -0.1,
"iv": 0.22,
"timeToExpiry": 0.25
},
{
"k": 0,
"iv": 0.2,
"timeToExpiry": 0.25
},
{
"k": 0.1,
"iv": 0.23,
"timeToExpiry": 0.25
},
{
"k": -0.1,
"iv": 0.21,
"timeToExpiry": 0.5
},
{
"k": 0,
"iv": 0.2,
"timeToExpiry": 0.5
},
{
"k": 0.1,
"iv": 0.22,
"timeToExpiry": 0.5
},
{
"k": -0.1,
"iv": 0.205,
"timeToExpiry": 1
},
{
"k": 0,
"iv": 0.2,
"timeToExpiry": 1
},
{
"k": 0.1,
"iv": 0.215,
"timeToExpiry": 1
}
],
"scenario": {
"rateBp": 0,
"volAbs": 0,
"volRel": 0,
"timeDays": 0,
"smileTwist": 0,
"underlyingRel": 0.1
},
"wingRule": "flat_vol",
"positions": [
{
"strike": 100,
"quantity": 1,
"optionType": "call",
"underlying": 100,
"timeToExpiry": 1
}
],
"dividendYield": 0,
"interpolation": "total_variance_bilinear",
"surfaceConvention": "log_moneyness_forward"
},
"type": "http",
"method": "POST",
"bodyType": "json"
},
"output": {
"type": "json",
"example": {
"book": {
"valueBase": 10.45057562,
"deltaValue": 7.36197848,
"greeksBase": {
"rho": 53.23248343,
"vega": 37.52403469,
"delta": 0.63683059,
"gamma": 0.01876202,
"theta": -6.41402764
},
"greeksNote": "Greeks are analytic BS Greeks at sticky/scenario σ — NOT full smile-recalibrated bump deltas",
"valueScenario": 17.8125541,
"greeksScenario": {
"rho": 69.26443492,
"vega": 31.55892407,
"delta": 0.79160899,
"gamma": 0.01273721,
"theta": -6.69435438
}
},
"legs": [
{
"base": {
"k": 0,
"price": 10.45057562,
"greeks": {
"rho": 53.23248343,
"vega": 37.52403469,
"delta": 0.63683059,
"gamma": 0.01876202,
"theta": -6.41402764
},
"forward": 100,
"impliedVol": 0.2,
"underlying": 100,
"contribution": 10.45057562,
"timeToExpiry": 1
},
"index": 0,
"strike": 100,
"quantity": 1,
"scenario": {
"k": -0.09531018,
"price": 17.8125541,
"greeks": {
"rho": 69.26443492,
"vega": 31.55892407,
"delta": 0.79160899,
"gamma": 0.01273721,
"theta": -6.69435438
},
"forward": 110,
"impliedVol": 0.20476824,
"underlying": 110,
"contribution": 17.8125541,
"timeToExpiry": 1
},
"deltaValue": 7.36197848,
"optionType": "call"
}
],
"model": "black-scholes-merton+surface-tv-bilinear",
"sticky": "moneyness",
"scenario": {
"rateBp": 0,
"volAbs": 0,
"volRel": 0,
"timeDays": 0,
"smileTwist": 0,
"rateScenario": 0.05,
"underlyingRel": 0.1
},
"warnings": [],
"requestId": "00000000-0000-4000-8000-000000000007",
"computedAt": "2026-01-01T00:00:00.000Z",
"optionStyle": "european",
"surfaceMeta": {
"kCount": 3,
"tCount": 3,
"convention": "log_moneyness_forward",
"pointCount": 9
}
}
}
}Cite this page
The pinned URL below renders this page from the snapshot of 2026-10-13 14:08 UTC and does not change; the live page does, every six hours. Data reuse is under CC BY 4.0 (terms).
Plain text
TOLL, "option scenario from surface on derivatives-pricer-production.up.railway.app", snapshot of 2026-10-13 14:08 UTC. https://tollindex.com/e/derivatives-pricer-production-up-railway-app-v1-option-scenario-from-surface-db02ae/at/2026-10-13T14-08Z. Accessed [access date].
BibTeX
@misc{toll-e-derivatives-pricer-production-up-railway-app-v1-option-scenario-from-surface-db02ae-2026-10-13T14-08Z,
author = {TOLL},
title = {option scenario from surface on derivatives-pricer-production.up.railway.app},
howpublished = {\url{https://tollindex.com/e/derivatives-pricer-production-up-railway-app-v1-option-scenario-from-surface-db02ae/at/2026-10-13T14-08Z}},
year = {2026},
month = {10},
note = {Pinned view of the snapshot of 2026-10-13 14:08 UTC. Accessed [access date].}
}None yet. Anything submitted through the form below is published here with its outcome.