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BSM Price+Greeks

When to use: you already have model inputs (S or forward mark, K, T, r, σ) and need fair value + hedge ratios — not market-premium IV. European BSM price + analytic Greeks (delta, gamma, vega, theta, rho). Works for equity spots and power/commodity forwards (use the maturity mark as spot). USDC exact on Solana/Base. Free fixed sample: GET /v1/demo/option-price.

Resource URL

https://derivatives-pricer-production.up.railway.app/v1/option/price

Payment options

exactSolana

$0.01 USDC

Max amount

Pay to
DCi9X5mmacNGLeJvCw9fdWgX3G8V4QquDn4EuXATkcYr
Timeout
300s
exactBase (8453)

$0.01 USDC

Max amount

Pay to
0x34cfb8bdbf16e4484b7da0ed31deed5771b16c8f
Timeout
300s

Tags

optionsgreekspowermulti-chainusdc

For agents

Prompt snippet for AI agents

Find and pay for this x402 resource:
URL: https://derivatives-pricer-production.up.railway.app/v1/option/price
Type: http
Sources: payai, cdp

Developer