BSM Price+Greeks

Name: BSM Price+Greeks service
Creator: Agent GDP
License: https://creativecommons.org/licenses/by/4.0/

The service's listing describes it this way: 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. Website

A service is a tool an AI agent pays to call. BSM Price+Greeks is listed on this page under Other, settling on Base and Solana, through x402. 30-day settled volume on this page is $7.18. The listing comes from the service catalog. Open a row for payments, payers, and chains. See Bazaar, agent payment use cases, and the methodology.

FacilitatorsCoinbase payAI

Payee

0x34cf…6c8fBase
DCi9X5…kcYrSolana

Methodology · settled volume through 2026-10-26 · catalog Oct 26, 2026, 6:02 PM UTC

Settled volume, payments, payers, average payment, use-case share, and rank
Metric	24h	7d	30d
Volume	$6.53	$7.18	$7.18
Payments	79	83	83
Payers	21	2	2
Avg payment	$0.0827	$0.0865	$0.0865
Share of Other	3.1%	0.8%	0.3%
Use-case rank	#4	#13	#17

Payers can be counted more than once when they paid through more than one facilitator.

Settled volume

$7.18

n/a

Payments

Payers

Avg payment

$0.0865

volume / payments

Daily volume and buyers

90D 1Y All

Data through Oct 26, 2026. Source: public settlement logs. Methodology

Payers

Buyer concentration

89.4%

Top payer's share of lifetime volume. Not the period selected above.

Repeat buyers

100.0%

Lifetime buyers with more than one payment, divided by all buyers.

Endpoints and prices

Price, network, and asset come from the x402 Bazaar catalog.

Endpoint	Network	Asset	Price	Scheme
https://derivatives-pricer-production.up.railway.app/v1/option/price 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	base	USDC	$0.01	exact
https://derivatives-pricer-production.up.railway.app/v1/option/price 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	solana	USDC	$0.01	exact
https://derivatives-pricer-production.up.railway.app/v1/option/implied-vol When to use: one market premium → need σ̂ + Greeks; cheaper/faster than a full surface. Solves Black-Scholes IV then prices Greeks at the solved σ. Same engine as the surface endpoint (fastImpliedVol). Prefer surface when you have a multi-strike/maturity book. USDC exact on Solan	base	USDC	$0.03	exact
https://derivatives-pricer-production.up.railway.app/v1/option/implied-vol When to use: one market premium → need σ̂ + Greeks; cheaper/faster than a full surface. Solves Black-Scholes IV then prices Greeks at the solved σ. Same engine as the surface endpoint (fastImpliedVol). Prefer surface when you have a multi-strike/maturity book. USDC exact on Solan	solana	USDC	$0.03	exact
https://derivatives-pricer-production.up.railway.app/v1/option/price-from-surface When to use: you already have an IV surface (k,T,σ) and need to price options on it — not invert premiums and not scalar σ. Interpolates total variance w=σ²T bilinear in log-moneyness k=ln(K/F); wingRule=flat_vol. Returns price, interpolated σ, k, F, BS Greeks. USDC exact on Sola	base	USDC	$0.08	exact
https://derivatives-pricer-production.up.railway.app/v1/option/price-from-surface When to use: you already have an IV surface (k,T,σ) and need to price options on it — not invert premiums and not scalar σ. Interpolates total variance w=σ²T bilinear in log-moneyness k=ln(K/F); wingRule=flat_vol. Returns price, interpolated σ, k, F, BS Greeks. USDC exact on Sola	solana	USDC	$0.08	exact
https://derivatives-pricer-production.up.railway.app/v1/option/scenario-from-surface When to use: book reval on an IV surface under F/rate/time/vol shocks with sticky moneyness\|strike\|fixed_vol. Vol order: interpolate → volAbs → volRel → smileTwist*k. Greeks are sticky-σ BS Greeks (not smile bump deltas). USDC exact on Solana/Base. Prefer scalar /v1/portfolio/sce	base	USDC	$0.15	exact
https://derivatives-pricer-production.up.railway.app/v1/option/scenario-from-surface When to use: book reval on an IV surface under F/rate/time/vol shocks with sticky moneyness\|strike\|fixed_vol. Vol order: interpolate → volAbs → volRel → smileTwist*k. Greeks are sticky-σ BS Greeks (not smile bump deltas). USDC exact on Solana/Base. Prefer scalar /v1/portfolio/sce	solana	USDC	$0.15	exact
https://derivatives-pricer-production.up.railway.app/v1/portfolio/greeks When to use: multi-leg European book → need net MTM + net Greeks (long/short via signed quantity). Shared rate/yield; each leg has underlying, strike, T, type, quantity, vol. Optional dollar Greeks. Prefer scenario endpoint for what-if P&L. USDC exact on Solana/Base.	base	USDC	$0.15	exact
https://derivatives-pricer-production.up.railway.app/v1/portfolio/greeks When to use: multi-leg European book → need net MTM + net Greeks (long/short via signed quantity). Shared rate/yield; each leg has underlying, strike, T, type, quantity, vol. Optional dollar Greeks. Prefer scenario endpoint for what-if P&L. USDC exact on Solana/Base.	solana	USDC	$0.15	exact
https://derivatives-pricer-production.up.railway.app/v1/volatility/surface 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. Pref	base	USDC	$0.10	exact
https://derivatives-pricer-production.up.railway.app/v1/volatility/surface 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. Pref	solana	USDC	$0.10	exact
https://derivatives-pricer-production.up.railway.app/v1/portfolio/scenario When to use: what-if P&L under relative spot/vol shocks and calendar time decay on a European book. Returns base MTM+Greeks and per-scenario shocked MTM, MTM change, full Greeks. Single-option or multi-leg. USDC exact on Solana/Base.	base	USDC	$0.25	exact
https://derivatives-pricer-production.up.railway.app/v1/portfolio/scenario When to use: what-if P&L under relative spot/vol shocks and calendar time decay on a European book. Returns base MTM+Greeks and per-scenario shocked MTM, MTM change, full Greeks. Single-option or multi-leg. USDC exact on Solana/Base.	solana	USDC	$0.25	exact

Facilitators used

Facilitator	Volume	Tx	Share
Coinbasex402	$6.42	77	89.4%
payAIx402	$0.76	6	10.6%

Other services in Other

All in this use case

pay.lnpay.ai#1 · $2.11K 30d
StableStudio#2 · $104.26 30d
Pocket Network#3 · $83.99 30d
SolEnrich#4 · $49.61 30d
AgentUtility.ai#5 · $43.94 30d

How we count BSM Price+Greeks

We read settlements directly from each chain's public records and refresh them every few minutes.

Data through 2026-10-26. Source: public settlement logs.

Full methodology → · How we compare with other trackers →

Cite this

APA

Agent GDP. (2026). BSM Price+Greeks [Data set]. Retrieved October 26, 2026, from https://agentgdp.io/service/derivatives-pricer-production.up.railway.app.

MLA

"BSM Price+Greeks." Agent GDP, 26 Oct. 2026, https://agentgdp.io/service/derivatives-pricer-production.up.railway.app.

BibTeX

@misc{agentgdp_bsm_price_greeks_2026,
  author = {{Agent GDP}},
  title = {BSM Price+Greeks},
  year = {2026},
  url = {https://agentgdp.io/service/derivatives-pricer-production.up.railway.app},
  note = {Retrieved October 26, 2026. Data through 2026-10-26. Licensed under CC BY 4.0.},
  license = {https://creativecommons.org/licenses/by/4.0/}
}

Plain text

BSM Price+Greeks: $7.18 settled volume (7d), 83 payments, 2 buyers. Agent GDP, data through 2026-10-26. https://agentgdp.io/service/derivatives-pricer-production.up.railway.app Retrieved October 26, 2026.

Data from Agent GDP (https://agentgdp.io/service/derivatives-pricer-production.up.railway.app), licensed under CC BY 4.0 (https://creativecommons.org/licenses/by/4.0/).

Payers on a day can be counted more than once if they paid through more than one facilitator. Growth compares this period with the previous period of the same length. The page link uses the service's site when we have one, and the payee address otherwise.

Volume and payment counts include earlier days. Transaction-level detail available from October 23, 2026.

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Cite this

APA

Agent GDP. (2026). Service settled volume [Data set]. Retrieved October 26, 2026, from https://agentgdp.io/service/derivatives-pricer-production.up.railway.app.

MLA

"Service settled volume." Agent GDP, 26 Oct. 2026, https://agentgdp.io/service/derivatives-pricer-production.up.railway.app.

BibTeX

@misc{agentgdp_service_settled_volume_2026,
  author = {{Agent GDP}},
  title = {Service settled volume},
  year = {2026},
  url = {https://agentgdp.io/service/derivatives-pricer-production.up.railway.app},
  note = {Retrieved October 26, 2026. Licensed under CC BY 4.0.},
  license = {https://creativecommons.org/licenses/by/4.0/}
}

Plain text

Service settled volume. Agent GDP. https://agentgdp.io/service/derivatives-pricer-production.up.railway.app. Retrieved October 26, 2026.

Data from Agent GDP (https://agentgdp.io/service/derivatives-pricer-production.up.railway.app), licensed under CC BY 4.0 (https://creativecommons.org/licenses/by/4.0/).

Time	Daily settled volume for BSM Price+Greeks
2026-10-25	$2.05
2026-10-26	$5.13

Time	Daily buyers for BSM Price+Greeks
2026-10-25	6
2026-10-26	16

Time	Daily settled volume for BSM Price+Greeks
2026-10-25	$2.05
2026-10-26	$5.13

Time	Daily buyers for BSM Price+Greeks
2026-10-25	6
2026-10-26	16