7 Services from derivatives-pricer-production.up.railway.app

Prices European call/put options using Black-Scholes-Merton and returns the option premium plus analytic Greeks (delta, gamma, theta, vega, rho), paid per-call via USDC on Solana or Base.

Computes a full implied volatility surface from a grid of market option quotes using Black-Scholes inversion, returning per-point IVs, Greeks, fit statistics, and a structured vol surface matrix.

Computes implied volatility from an observed option premium using Black-Scholes, returning IV, converged model price, price error, and full analytic Greeks.

Reprices a multi-leg options portfolio under one or more spot/vol/time-decay scenarios using Black-Scholes, returning base and shocked MTM plus full analytic Greeks for each scenario.

Computes aggregate (net) Black-Scholes Greeks and mark-to-market for a multi-leg options portfolio, with optional dollar-scaled Greeks, paid per-call via USDC on Solana or Base.

Prices a portfolio of European options and computes Black-Scholes Greeks across base and user-defined scenario states using a submitted implied-vol smile surface with total-variance bilinear interpolation.

Prices a portfolio of European options and computes Greeks using Black-Scholes-Merton with a user-submitted implied volatility surface interpolated via total-variance bilinear in log-moneyness-forward space.