Analytics

derivatives-pricer-production.up.railway.app

Provides European option pricing, implied volatility, and volatility surface analytics.

x402 supported1 endpoint8 known toolsFirst detected August 20, 2026Last detected August 20, 2026

ENDPOINT 1

https://derivatives-pricer-production.up.railway.app/mcp

No auth detected

MCP server metadata

Name: x402 Derivatives Desk
Version: 1.6.0

Capabilities

tools.listChanged

Known tools 8

service_info

Free discovery: prices, networks, HTTP paths, MCP tools.

Inferred read-only

price_option

Price a European option with Black-Scholes-Merton and return full analytic Greeks (delta, gamma, vega, theta, rho).

Inferred read-only

implied_vol

Solve implied volatility from a single market premium, then return σ̂ and full analytic Greeks at that σ.

Inferred read-only

implied_vol_surface

Build an implied-vol smile/term structure from a strip of market premiums.

Inferred read-only

price_from_surface

Price European options on a submitted IV surface (total-variance bilinear in log-moneyness k=ln(K/F); wingRule=flat_vol).

Inferred read-only

scenario_from_surface

Book reval on an IV surface: base vs scenario with sticky moneyness|strike|fixed_vol and optional F/rate/time/vol/smileTwist shocks.

Inferred read-only

portfolio_greeks

Net MTM + Greeks for a multi-leg European book (signed quantity: +long / −short).

Inferred read-only

portfolio_scenario

Reprice a multi-leg European book under relative spot/vol shocks and calendar time decay (per-leg scalar σ).

Inferred read-only

CONNECT WITH APPROVAL

Client installation

Review this server and its permissions before adding it. Secret placeholders must be set locally.

Codex

~/.codex/config.toml

[mcp_servers.x402-derivatives-desk]
url = "https://derivatives-pricer-production.up.railway.app/mcp"
enabled = true

Claude Code

.mcp.json

{
  "mcpServers": {
    "x402-derivatives-desk": {
      "type": "http",
      "url": "https://derivatives-pricer-production.up.railway.app/mcp"
    }
  }
}

Claude Desktop

Settings → Connectors → Add custom connector

Name: x402-derivatives-desk
Remote MCP URL: https://derivatives-pricer-production.up.railway.app/mcp

Add this remote URL as a custom connector in Claude Desktop. Availability depends on the user plan and workspace policy.

Cursor

.cursor/mcp.json

{
  "mcpServers": {
    "x402-derivatives-desk": {
      "url": "https://derivatives-pricer-production.up.railway.app/mcp"
    }
  }
}

Visual Studio Code

.vscode/mcp.json

Add to Visual Studio Code

{
  "servers": {
    "x402-derivatives-desk": {
      "type": "http",
      "url": "https://derivatives-pricer-production.up.railway.app/mcp"
    }
  }
}

Generic MCP

Client-specific MCP configuration

{
  "name": "x402-derivatives-desk",
  "transport": "streamable-http",
  "url": "https://derivatives-pricer-production.up.railway.app/mcp"
}

MCP Inspector

Run the official MCP Inspector locally and enter the indexed Streamable HTTP endpoint.

TRUST AND VERIFICATION EVIDENCE

Trust Data Available

BuiltWith Trust API v2 evidence for railway.app was fetched 2026-08-25T20:04:34.605Z.

Trust status Trusted

railway.app is assessed as Trusted: Domain has an established technology history spanning over a year.

Indexed

Evidence is source-attributed and does not guarantee that a third-party server is safe. Risk labels are conservative metadata heuristics.