Portfolio Scenarios
What-if P&L under relative spot/vol shocks and calendar time decay on a scalar-σ book. Base plus per-scenario MTM and Greeks.
TradingLiveeip155:8453Exactvia cdp
PortfolioScenarioGreeksOptionsMulti-chain
Calls · 30d
8↑ 9.8%
This endpoint's own trailing-30-day call count, as published by the upstream catalog and snapshotted daily. 32 snapshots so far.
$13.09
Verified settled volume
165 settlements proven x402 by their on-chain EIP-3009 marker.
$0.250
Listed price
As published in the catalog. Always read the live 402 before paying.
7
Calls · 30d
Upstream's own call count for this endpoint, not ours.
2
Unique payers · 30d
Last called 2026-11-03 15:08Z
–
Upstream on-chain volume
Reported by the source catalog.
Paid to
0x34cfb8bdbf16e4484b7da0ed31deed5771b16c8fThe wallet the 402 directs payment to. Its full payment record is on the merchant page.
Asset 0x833589fCD6eDb6E08f4c7C32D4f71b54bdA02913
Provider
The payTo wallet does not resolve to a registered ERC-8004 agent. That is not a verdict on the service; most of the catalog is unregistered.
Recent payments · which agents last used it
Every indexed settlement paid to this service’s wallet, newest first. The index does not record which endpoint a payment was for, so if this wallet serves more than one endpoint, the rows include payments for the others. Paged up to the newest 5,000; the full history is on the merchant page.
Accepts
The payment requirements as published to the catalog. Read the live 402 before paying: a price here is a claim, not a quote.
250000units
on solana:5eykt4UsFv8P8NJdTREpY1vzqKqZKvdp · exact scheme
That figure is in the token’s smallest units. Roundhouse does not hold this contract’s decimals, so it is shown as published rather than converted.
- Paid to
- DCi9X5…TkcYr
- Token contract
- EPjFWd…TDt1v
- Payment window
- 5 minutes
0.25USDC≈ $0.25 USD
on Base · exact scheme
Pay 0.25 USDC on Base to 0x34cf…16c8f. The signed payment is good for 5 minutes.
- Paid to
- 0x34cf…16c8f
- USD Coin contract
- 0x8335…02913
- Payment window
- 5 minutes
- As published
- 250000 smallest units
The catalog’s raw entry
[
{
"asset": "EPjFWdd5AufqSSqeM2qN1xzybapC8G4wEGGkZwyTDt1v",
"extra": {
"feePayer": "CjNFTjvBhbJJd2B5ePPMHRLx1ELZpa8dwQgGL727eKww"
},
"payTo": "DCi9X5mmacNGLeJvCw9fdWgX3G8V4QquDn4EuXATkcYr",
"amount": "250000",
"scheme": "exact",
"network": "solana:5eykt4UsFv8P8NJdTREpY1vzqKqZKvdp",
"maxTimeoutSeconds": 300
},
{
"asset": "0x833589fCD6eDb6E08f4c7C32D4f71b54bdA02913",
"extra": {
"name": "USD Coin",
"version": "2"
},
"payTo": "0x34cfb8bdbf16e4484b7da0ed31deed5771b16c8f",
"amount": "250000",
"scheme": "exact",
"network": "eip155:8453",
"maxTimeoutSeconds": 300
}
]Extensions
{
"bazaar": {
"info": {
"input": {
"body": {
"rate": 0.05,
"positions": [
{
"strike": 100,
"quantity": 10,
"optionType": "call",
"underlying": 100,
"volatility": 0.2,
"timeToExpiry": 1
},
{
"strike": 110,
"quantity": -5,
"optionType": "put",
"underlying": 100,
"volatility": 0.22,
"timeToExpiry": 1
}
],
"scenarios": [
{
"name": "spot_down_10",
"volShock": 0,
"spotShock": -0.1,
"timeDecayDays": 0
},
{
"name": "vol_up_20pct_rel",
"volShock": 0.2,
"spotShock": 0,
"timeDecayDays": 1
}
],
"dividendYield": 0
},
"type": "http",
"method": "POST",
"bodyType": "json"
},
"output": {
"type": "json",
"example": {
"base": {
"mtm": 47.16439511,
"greeks": {
"rho": 858.77721991,
"vega": 176.68540458,
"delta": 9.05941615,
"gamma": 0.09736793,
"theta": -58.62185203
}
},
"requestId": "00000000-0000-4000-8000-000000000005",
"scenarios": [
{
"mtm": -37.85755566,
"name": "spot_down_10",
"greeks": {
"rho": 747.49532487,
"vega": 201.29852574,
"delta": 7.8848641,
"gamma": 0.13279827,
"theta": -55.98280497
},
"shocks": {
"volShock": 0,
"spotShock": -0.1,
"timeDecayDays": 0
},
"mtmChange": -85.02195077
},
{
"mtm": 53.31386329,
"name": "vol_up_20pct_rel",
"greeks": {
"rho": 830.99263852,
"vega": 178.51169933,
"delta": 8.86589449,
"gamma": 0.08214409,
"theta": -60.74906514
},
"shocks": {
"volShock": 0.2,
"spotShock": 0,
"timeDecayDays": 1
},
"mtmChange": 6.14946818
}
],
"computedAt": "2026-01-01T00:00:00.000Z",
"positionCount": 2,
"scenarioCount": 2
}
}
},
"schema": {
"type": "object",
"$schema": "https://json-schema.org/draft/2020-12/schema",
"required": [
"input"
],
"properties": {
"input": {
"type": "object",
"required": [
"type",
"method",
"bodyType",
"body"
],
"properties": {
"body": {
"type": "object",
"title": "PortfolioScenarioRequest",
"required": [
"rate",
"positions",
"scenarios"
],
"properties": {
"rate": {
"type": "number"
},
"positions": {
"type": "array",
"items": {
"type": "object",
"required": [
"underlying",
"strike",
"timeToExpiry",
"optionType",
"quantity",
"volatility"
],
"properties": {
"strike": {
"type": "number",
"exclusiveMinimum": 0
},
"quantity": {
"type": "number",
"description": "Position size; >0 long, <0 short; must be non-zero"
},
"optionType": {
"enum": [
"call",
"put"
],
"type": "string"
},
"underlying": {
"type": "number",
"description": "Underlying S for this leg",
"exclusiveMinimum": 0
},
"volatility": {
"type": "number",
"description": "Annualized vol σ for this leg",
"exclusiveMinimum": 0
},
"timeToExpiry": {
"type": "number",
"minimum": 0
}
},
"additionalProperties": false
},
"minItems": 1
},
"scenarios": {
"type": "array",
"items": {
"type": "object",
"properties": {
"name": {
"type": "string"
},
"volShock": {
"type": "number",
"description": "Relative vol move; newσ = σ*(1+volShock)"
},
"spotShock": {
"type": "number",
"description": "Relative spot move; newS = S*(1+spotShock)"
},
"timeDecayDays": {
"type": "number",
"minimum": 0,
"description": "Calendar days of time decay; T reduced by days/365"
}
},
"additionalProperties": false
},
"maxItems": 20,
"minItems": 1
},
"optionStyle": {
"enum": [
"european",
"american"
],
"type": "string",
"default": "european",
"description": "Exercise style (default \"european\")."
},
"dividendYield": {
"type": "number",
"minimum": 0
}
},
"description": "Reprice a portfolio under relative spot/vol shocks and calendar time decay.",
"additionalProperties": false
},
"type": {
"type": "string",
"const": "http"
},
"method": {
"enum": [
"POST"
],
"type": "string"
},
"bodyType": {
"enum": [
"json",
"form-data",
"text"
],
"type": "string"
}
},
"additionalProperties": false
},
"output": {
"type": "object",
"required": [
"type"
],
"properties": {
"type": {
"type": "string"
},
"example": {
"type": "object",
"required": [
"base",
"scenarios",
"positionCount",
"scenarioCount",
"requestId",
"computedAt"
],
"properties": {
"base": {
"type": "object"
},
"requestId": {
"type": "string"
},
"scenarios": {
"type": "array"
},
"computedAt": {
"type": "string"
},
"positionCount": {
"type": "integer"
},
"scenarioCount": {
"type": "integer"
}
}
}
}
}
}
}
}
}Provenance
- Seen in the source catalog
- 2026-11-03 15:08Z
- Last indexed by Roundhouse
- 2026-11-14 13:10Z
- Last enriched (probe, favicon, geo)
- 2026-10-11 00:16Z
- x402 version
- 2
- Max timeout
- 300s
- Liveness probe
- HTTP 405
Hand this page to an agent
Copy the prompt and paste it into Claude, an MCP client or your own agent: it will vet this service and call it over the free read API. No key, no account.
GET api.roundhouseai.io/v0/endpoints
This endpoint's own trailing-30-day call count, as published by the upstream catalog and snapshotted daily. 32 snapshots so far. Verified volume counts only settlements with an on-chain EIP-3009 marker.
Show the promptHide the prompt
Using Roundhouse, look up the x402 service Portfolio Scenarios and tell me whether it is worth paying: what a call costs, whether the endpoint answered when last probed, and what its payment record actually shows. curl -s 'https://api.roundhouseai.io/v0/endpoints?q=Portfolio%20Scenarios' curl -s 'https://api.roundhouseai.io/v0/merchants/<the payTo wallet returned above>' Then call it: read the price from the live 402 at https://derivatives-pricer-production.up.railway.app/v1/portfolio/scenario, never from a cached figure, and pay with an x402 client. The /v0 API needs an API key (`authorization: Bearer rh_live_…`) on everything except /v0/unified* and /v0/endpoints. Either pay over x402 (mint a personal key for $0.01 at GET https://api.roundhouseai.io/v0/test/x402), or ask me for an organization key, which I create at https://roundhouseai.io/dashboard/connections. If you have neither, ask before going further. If you do not have Roundhouse tools or skills installed, read https://roundhouseai.io/skill.md first — it is the whole procedure.