falcon.sol structures
falcon-structures.vercel.app
falcon.sol structures: structured-note pricing for crypto. Send a JSON term sheet (autocallable, barrier reverse convertible, range accrual, principal-protected, shark fin) on BTC, ETH or SOL; get the fair coupon or participation, probabilities (autocall per observation, knock-in, loss), greeks, a spot x vol scenario grid and payoff-diagram data. Monte Carlo on live Deribit implied vol. Free previ
- Category
- Service
- Networks
- Solana
- Starting price
- —
- Paid calls, 30 days
- 1
Paid endpoints
1 endpoint, sorted by usage. Prices are per request.
| Endpoint | Price | Network | Facilitator | Calls / 30d |
|---|---|---|---|---|
POST/v1/quote falcon.sol structures: structured-note pricing for crypto. Send a JSON term sheet (autocallable, barrier reverse convertible, range accrual, principal-protected, shark fin) on BTC, ETH or SOL; get the fair coupon or participation, probabilities (autocall per observation, knock-in, loss), greeks, a spot x vol scenario grid and payoff-diagram data. Monte Carlo on live Deribit implied vol. Free preview; full quote $0.02 USDC via x402 on Solana or Base. | — | Solana | Coinbase CDP | 1 |
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