# Services from derivatives-pricer-production.up.railway.app on Zero

> derivatives-pricer-production.up.railway.app serves 7 paid API services for AI agents, indexed by Zero. Each is callable per call with payment handled by Zero.

Canonical page: https://www.zero.xyz/host/derivatives-pricer-production.up.railway.app
Live health (JSON, refreshed every minute): https://www.zero.xyz/host/derivatives-pricer-production.up.railway.app/health.json

## Services

- [Derivatives Pricer – Black-Scholes European Option Pricing](https://www.zero.xyz/c/derivatives-pricer-black-scholes-european-option-pricing-6f5494a8/llms.txt): $0.01/call via x402. 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.
- [Derivatives Pricer – Implied Volatility Surface](https://www.zero.xyz/c/derivatives-pricer-implied-volatility-surface-4d170f9e/llms.txt): $0.1/call via x402. 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.
- [Derivatives Pricer — Implied Volatility (Single Premium)](https://www.zero.xyz/c/derivatives-pricer-implied-volatility-single-premium-660ad0da/llms.txt): $0.03/call via x402. Computes implied volatility from an observed option premium using Black-Scholes, returning IV, converged model price, price error, and full analytic Greeks.
- [Derivatives Pricer – Portfolio Scenario Reprice](https://www.zero.xyz/c/derivatives-pricer-portfolio-scenario-reprice-793389bd/llms.txt): $0.25/call via x402. 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.
- [Derivatives Pricer – Portfolio Net Greeks](https://www.zero.xyz/c/derivatives-pricer-portfolio-net-greeks-52a89ca4/llms.txt): $0.15/call via x402. 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.
- [Derivatives Pricer – Scenario from Surface](https://www.zero.xyz/c/derivatives-pricer-scenario-from-surface-7b23010c/llms.txt): $0.15/call via x402. 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.
- [Derivatives Pricer — Price from Surface (TV Bilinear)](https://www.zero.xyz/c/derivatives-pricer-price-from-surface-tv-bilinear-e02fb119/llms.txt): $0.08/call via x402. 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.

Status and success rate cover calls made through Zero and Zero's own probes. Third-party monitors may report differently.

- [Zero catalog index](https://www.zero.xyz/llms.txt)