implied_vol

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

derivatives-pricer-production.up.railway.appnone authenticationAvailability not checked

LIVE ENDPOINT

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

No auth detected

Connect to this endpoint to inspect the live schema for implied_vol and invoke it with your own arguments.

Indexed input schema

{}

Risk classification

Inferred read-only · medium confidence · heuristic, not a guarantee.

No write-capable action terms were found; this is not proof that invocation has no side effects.

Parent server

derivatives-pricer-production.up.railway.app

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.

Related tools

service_info — Free discovery: prices, networks, HTTP paths, MCP tools.
price_option — Price a European option with Black-Scholes-Merton and return full analytic Greeks (delta, gamma, vega, theta, rho).
implied_vol_surface — Build an implied-vol smile/term structure from a strip of market premiums.
price_from_surface — Price European options on a submitted IV surface (total-variance bilinear in log-moneyness k=ln(K/F); wingRule=flat_vol).
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.
portfolio_greeks — Net MTM + Greeks for a multi-leg European book (signed quantity: +long / −short).
portfolio_scenario — Reprice a multi-leg European book under relative spot/vol shocks and calendar time decay (per-leg scalar σ).