← The evidence ledger
Evidence row 54267
Observed , by sync.x402_bazaar/1.
- Kind
- listing
- About
- source_record x402_bazaar:https://derivatives-pricer-production.up.railway.app/v1/volatility/surface
- Recorded
- Previous row
- None: the first of its kind about this subject
- Body SHA-256
- c344c7587f378c61ff7237190b24a9d683b38a275af9585bdd623fec3ddfbedd
- Leaf
- 0xe0db19530f592ce1ec2dc960061ea6ab343f79075a6ebceb70cc7e815fb4cc74
What was observed
{
"endpoints": [
[
"x402",
"https://derivatives-pricer-production.up.railway.app/v1/volatility/surface"
]
],
"name": "IV Surface Desk",
"owner_address": "0x34cfb8bdbf16e4484b7da0ed31deed5771b16c8f",
"raw": {
"accepts": [
{
"amount": "100000",
"asset": "EPjFWdd5AufqSSqeM2qN1xzybapC8G4wEGGkZwyTDt1v",
"extra": {
"feePayer": "CjNFTjvBhbJJd2B5ePPMHRLx1ELZpa8dwQgGL727eKww"
},
"maxTimeoutSeconds": 300,
"network": "solana:5eykt4UsFv8P8NJdTREpY1vzqKqZKvdp",
"payTo": "DCi9X5mmacNGLeJvCw9fdWgX3G8V4QquDn4EuXATkcYr",
"scheme": "exact"
},
{
"amount": "100000",
"asset": "0x833589fCD6eDb6E08f4c7C32D4f71b54bdA02913",
"extra": {
"name": "USD Coin",
"version": "2"
},
"maxTimeoutSeconds": 300,
"network": "eip155:8453",
"payTo": "0x34cfb8bdbf16e4484b7da0ed31deed5771b16c8f",
"scheme": "exact"
}
],
"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.",
"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": [
"POST"
],
"type": "string"
},
"type": {
"const": "http",
"type": "string"
}
},
"required": [
"type",
"method",
"bodyType",
"body"
],
"type": "object"
},
"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"
}
}
},
"lastUpdated": "2026-10-26T05:48:26.307Z",
"quality": {
"l30DaysTotalCalls": 6,
"l30DaysUniquePayers": 1,
"lastCalledAt": "2026-10-26T05:48:26.113Z"
},
"resource": "https://derivatives-pricer-production.up.railway.app/v1/volatility/surface",
"serviceName": "IV Surface Desk",
"tags": [
"volatility",
"surface",
"options",
"multi-chain",
"usdc"
],
"type": "http",
"x402Version": 2
},
"source": "x402_bazaar",
"summary": "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."
}What the leaf hashes
{"body":"c344c7587f378c61ff7237190b24a9d683b38a275af9585bdd623fec3ddfbedd","id":54267,"kind":"listing","method":"sync.x402_bazaar/1","observed_us":1793025425235039,"prev":null,"subject":"x402_bazaar:https://derivatives-pricer-production.up.railway.app/v1/volatility/surface","subject_kind":"source_record"}Proof
Its day has not closed yet. A day closes ten minutes after midnight UTC; the proof appears here then.