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Costs, changes and evidence for better service decisions.
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Track payment offers, service schemas and provider changes over time.
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Integration pilot · your task criteriaConnect your workflowTHE EVIDENCE BASE
Collected. Dated. Traceable.
14,635Source listings
33Source snapshots
27,889Recorded changes
1,221Endpoint observations
Latest snapshot: Sep 12, 2026, 05:41 UTC. Daily collection; gaps remain unknown.
7 observations · Differences between dated observations.
derivatives-pricer-production.up.railway.appWhen 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.
https://derivatives-pricer-production.up.railway.app/v1/option/price ↗
| Network | Advertised amount | Billing | Payee |
|---|---|---|---|
| eip155:8453 | 0.01 USDC0x833589fCD6eDb6E08f4c7C32D4f71b54bdA02913 | Not specifiedexact | 0x34cfb8bdbf16e4484b7da0ed31deed5771b16c8f |
| solana:5eykt4UsFv8P8NJdTREpY1vzqKqZKvdp | 10000 atomic unitsEPjFWdd5AufqSSqeM2qN1xzybapC8G4wEGGkZwyTDt1v | Not specifiedexact | DCi9X5mmacNGLeJvCw9fdWgX3G8V4QquDn4EuXATkcYr |
Source and evidence
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}derivatives-pricer-production.up.railway.appWhen 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.
https://derivatives-pricer-production.up.railway.app/v1/option/price ↗
| Network | Advertised amount | Billing | Payee |
|---|---|---|---|
| eip155:8453 | 0.01 USDC0x833589fCD6eDb6E08f4c7C32D4f71b54bdA02913 | Not specifiedexact | 0x34cfb8bdbf16e4484b7da0ed31deed5771b16c8f |
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Source and evidence
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}derivatives-pricer-production.up.railway.appWhen 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.
https://derivatives-pricer-production.up.railway.app/v1/option/price ↗
| Network | Advertised amount | Billing | Payee |
|---|---|---|---|
| eip155:8453 | 0.01 USDC0x833589fCD6eDb6E08f4c7C32D4f71b54bdA02913 | Not specifiedexact | 0x34cfb8bdbf16e4484b7da0ed31deed5771b16c8f |
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Source and evidence
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https://derivatives-pricer-production.up.railway.app/v1/option/price ↗
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https://derivatives-pricer-production.up.railway.app/v1/option/price ↗
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|---|---|---|---|
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Source and evidence
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"operator_identity": "not_verified",
"output_schema": null,
"protocol": "x402",
"protocol_version": 2,
"quality": "not_evaluated",
"run_id": "590c9208275094089c597ebb8aaa491ef9ee7c3eb3a5186a2ed3b658a9761c17",
"schema_fingerprint": "8efb2db71741ff2332aa5298819b694ed8dea60f86547104454100086b835321",
"service_id": "00fc19dc6db6febdd49b2a3d235be8129da1ea716a1884df9571d206c223891f",
"source": "cdp-bazaar",
"source_updated_at": "2026-08-30T15:34:20.775Z",
"url": "https://derivatives-pricer-production.up.railway.app/v1/option/price",
"usage_rights": "not_reviewed"
}derivatives-pricer-production.up.railway.appWhen 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.
https://derivatives-pricer-production.up.railway.app/v1/option/price ↗
| Network | Advertised amount | Billing | Payee |
|---|---|---|---|
| eip155:8453 | 0.01 USDC0x833589fCD6eDb6E08f4c7C32D4f71b54bdA02913 | Not specifiedexact | 0x34cfb8bdbf16e4484b7da0ed31deed5771b16c8f |
| solana:5eykt4UsFv8P8NJdTREpY1vzqKqZKvdp | 10000 atomic unitsEPjFWdd5AufqSSqeM2qN1xzybapC8G4wEGGkZwyTDt1v | Not specifiedexact | DCi9X5mmacNGLeJvCw9fdWgX3G8V4QquDn4EuXATkcYr |
Source and evidence
{
"description": "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.",
"domain": "derivatives-pricer-production.up.railway.app",
"evidence_mode": "raw",
"extension_names": [
"bazaar"
],
"input_schema": {
"$schema": "https://json-schema.org/draft/2020-12/schema",
"properties": {
"input": {
"additionalProperties": false,
"properties": {
"body": {
"properties": {
"dividendYield": {
"description": "Continuous dividend / convenience / yield q (≥ 0, default 0).",
"examples": [
0,
0.02
],
"minimum": 0,
"type": "number"
},
"expiration": {
"description": "ISO-8601 end of vol/exercise window. Mutually exclusive with timeToExpiry.",
"format": "date-time",
"type": "string"
},
"forwardStart": {
"description": "ISO-8601 start of vol/exercise window. If ≤ now, behaves like plain option to expiration.",
"format": "date-time",
"type": "string"
},
"optionStyle": {
"default": "european",
"description": "Exercise style (default \"european\"). American uses CRR binomial with early exercise.",
"enum": [
"european",
"american"
],
"type": "string"
},
"optionType": {
"description": "Call or put.",
"enum": [
"call",
"put"
],
"type": "string"
},
"rate": {
"description": "Continuously compounded risk-free rate r (e.g. 0.05 = 5%). For futures-style early exercise set r≈dividendYield.",
"examples": [
0.03,
0.05
],
"type": "number"
},
"spot": {
"description": "Underlying price S (> 0). Equity spot OR power/commodity forward mark for the option's window.",
"examples": [
100,
82.5,
45.5
],
"exclusiveMinimum": 0,
"type": "number"
},
"strike": {
"description": "Strike price K (> 0) in the same units as spot.",
"examples": [
100,
50
],
"exclusiveMinimum": 0,
"type": "number"
},
"timeToExpiry": {
"description": "Time to expiry T in years (≥ 0). Required unless expiration is set. Mutually exclusive with expiration.",
"examples": [
0.25,
1
],
"minimum": 0,
"type": "number"
},
"treeSteps": {
"description": "CRR steps for American (default 200 on single price).",
"maximum": 500,
"minimum": 50,
"type": "integer"
},
"volatility": {
"description": "Annualized volatility σ as a decimal (> 0). Applies over the vol-accrual window τ.",
"examples": [
0.15,
0.2,
0.45
],
"exclusiveMinimum": 0,
"type": "number"
}
},
"required": [
"spot",
"strike",
"rate",
"volatility",
"optionType"
]
},
"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": "Fair value and Greeks. European Greeks are analytic BSM; American Greeks are finite-difference on the CRR tree. timeline.tauYears is the model life (window); calendarYearsToExpiry is purchase→expiry.",
"properties": {
"computedAt": {
"description": "ISO-8601 UTC timestamp of computation",
"type": "string"
},
"greeks": {
"description": "Greeks for hedge construction",
"properties": {
"delta": {
"description": "∂V/∂S",
"type": "number"
},
"gamma": {
"description": "∂²V/∂S²",
"type": "number"
},
"rho": {
"description": "∂V/∂r per 1.0 absolute rate",
"type": "number"
},
"theta": {
"description": "∂V/∂T per year",
"type": "number"
},
"vega": {
"description": "∂V/∂σ per 1.0 absolute vol",
"type": "number"
}
},
"required": [
"delta",
"gamma",
"vega",
"theta",
"rho"
],
"type": "object"
},
"greeksQuality": {
"enum": [
"analytic",
"finite-difference"
],
"type": "string"
},
"inputs": {
"description": "Echo of validated request inputs (timeToExpiry may be resolved τ)",
"type": "object"
},
"model": {
"enum": [
"black-scholes-merton",
"binomial-crr-american"
],
"type": "string"
},
"optionStyle": {
"enum": [
"european",
"american"
],
"type": "string"
},
"price": {
"description": "Model option fair value in underlying currency units",
"type": "number"
},
"requestId": {
"description": "Correlation id for this call",
"type": "string"
},
"timeline": {
"description": "Resolved ACT/365.25 window",
"type": "object"
},
"treeSteps": {
"type": "integer"
},
"units": {
"description": "Human/agent readable unit notes for price and Greeks",
"type": "object"
}
},
"required": [
"price",
"greeks",
"inputs",
"model",
"optionStyle",
"timeline",
"greeksQuality",
"requestId",
"computedAt"
],
"title": "OptionPriceResponse",
"type": "object"
},
"type": {
"type": "string"
}
},
"required": [
"type"
],
"type": "object"
}
},
"required": [
"input"
],
"type": "object"
},
"legacy_network": null,
"legacy_pay_to": null,
"legacy_price_basis": null,
"legacy_price_usd": null,
"metadata": null,
"method": "POST",
"observed_at": 1789165815.545,
"offers": [
{
"amount": "0.01",
"amount_atomic": "10000",
"asset": "0x833589fCD6eDb6E08f4c7C32D4f71b54bdA02913",
"billing_unit": null,
"billing_unit_basis": "withdrawn_protocol_inference",
"currency": "USDC",
"decimals": 6,
"decimals_basis": "known_token_mapping",
"extra": {
"name": "USD Coin",
"version": "2"
},
"network": "eip155:8453",
"pay_to": "0x34cfb8bdbf16e4484b7da0ed31deed5771b16c8f",
"price_basis": "advertised",
"scheme": "exact",
"timeout_seconds": 300,
"usd_market_value": null
},
{
"amount": null,
"amount_atomic": "10000",
"asset": "EPjFWdd5AufqSSqeM2qN1xzybapC8G4wEGGkZwyTDt1v",
"billing_unit": null,
"billing_unit_basis": "withdrawn_protocol_inference",
"currency": null,
"decimals": null,
"decimals_basis": "unknown",
"extra": {
"feePayer": "CjNFTjvBhbJJd2B5ePPMHRLx1ELZpa8dwQgGL727eKww"
},
"network": "solana:5eykt4UsFv8P8NJdTREpY1vzqKqZKvdp",
"pay_to": "DCi9X5mmacNGLeJvCw9fdWgX3G8V4QquDn4EuXATkcYr",
"price_basis": "advertised",
"scheme": "exact",
"timeout_seconds": 300,
"usd_market_value": null
}
],
"operator_identity": "not_verified",
"output_schema": null,
"protocol": "x402",
"protocol_version": 2,
"quality": "not_evaluated",
"run_id": "a362e8714b420fb326952d15645a2d5a099a624f6764da13c25bd784099197fe",
"schema_fingerprint": "8efb2db71741ff2332aa5298819b694ed8dea60f86547104454100086b835321",
"service_id": "00fc19dc6db6febdd49b2a3d235be8129da1ea716a1884df9571d206c223891f",
"source": "cdp-bazaar",
"source_updated_at": "2026-08-30T15:34:20.775Z",
"url": "https://derivatives-pricer-production.up.railway.app/v1/option/price",
"usage_rights": "not_reviewed"
}derivatives-pricer-production.up.railway.appWhen 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.
https://derivatives-pricer-production.up.railway.app/v1/option/price ↗
Historical reference. Full payment options and token precision were not retained.
Source and evidence
{
"description": "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.",
"domain": "derivatives-pricer-production.up.railway.app",
"evidence_mode": "legacy",
"extension_names": [],
"input_schema": null,
"legacy_network": "solana:5eykt4UsFv8P8NJdTREpY1vzqKqZKvdp",
"legacy_pay_to": "DCi9X5mmacNGLeJvCw9fdWgX3G8V4QquDn4EuXATkcYr",
"legacy_price_basis": "unverified_assumption_of_six_decimals",
"legacy_price_usd": 0.01,
"metadata": null,
"method": "POST",
"observed_at": 1789084800,
"offers": [],
"operator_identity": "not_verified",
"output_schema": null,
"protocol": "x402",
"protocol_version": null,
"quality": "not_evaluated",
"run_id": "d501dccd0c616d852a3644376b5923a5b8f7f010c15ed8e85affa4b3b0c666da",
"schema_fingerprint": "e18ea3ec9ef6b6fc",
"service_id": "00fc19dc6db6febdd49b2a3d235be8129da1ea716a1884df9571d206c223891f",
"source": "cdp-bazaar",
"source_updated_at": "2026-08-30T15:34:20.775Z",
"url": "https://derivatives-pricer-production.up.railway.app/v1/option/price",
"usage_rights": "not_reviewed"
}Outcome evidence starts with your workflow.
Private intake is ready for task IDs, charges, retries, result fingerprints and your evaluation criteria. Public performance comparisons need measured results; we do not have that benchmark yet.
Discuss an outcome integrationCollection coverage
Discovery comes from configured registries. Endpoint checks record responses, not task success. Older snapshots retain less detail. Customer usage, commercial terms and task evaluations require additional evidence.
1,423 historical or current source records quarantined during normalization; they are excluded from public comparisons.
43 of 43 archive objects verified in Backblaze. Last verification: Sep 12, 2026, 05:56 UTC.
Collection status JSON