{ "x402Version": 2, "id": 32348, "slug": "32348", "resource": "https://derivatives-pricer-production.up.railway.app/v1/option/implied-vol", "description": "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 Solana/Base.", "type": "http", "serviceName": "Single IV Solver", "resourceType": "Security", "accepts": [ { "scheme": "exact", "network": "solana:5eykt4UsFv8P8NJdTREpY1vzqKqZKvdp", "payTo": "DCi9X5mmacNGLeJvCw9fdWgX3G8V4QquDn4EuXATkcYr", "asset": "EPjFWdd5AufqSSqeM2qN1xzybapC8G4wEGGkZwyTDt1v", "amount": "30000", "amountUsd": 0.03, "maxTimeoutSeconds": 300 }, { "scheme": "exact", "network": "eip155:8453", "payTo": "0x34cfb8bdbf16e4484b7da0ed31deed5771b16c8f", "asset": "0x833589fCD6eDb6E08f4c7C32D4f71b54bdA02913", "amount": "30000", "amountUsd": 0.03, "maxTimeoutSeconds": 300 } ], "outputSchema": { "properties": { "example": { "properties": { "computedAt": { "type": "string" }, "converged": { "type": "boolean" }, "greeks": { "type": "object" }, "greeksQuality": { "type": "string" }, "impliedVol": { "type": "number" }, "inputs": { "type": "object" }, "iterations": { "type": "integer" }, "model": { "type": "string" }, "modelPrice": { "type": "number" }, "optionStyle": { "type": "string" }, "priceError": { "type": "number" }, "requestId": { "type": "string" }, "timeline": { "type": "object" } }, "required": [ "impliedVol", "greeks", "modelPrice", "priceError", "iterations", "converged", "requestId", "computedAt" ], "title": "ImpliedVolResponse", "type": "object" }, "type": { "type": "string" } }, "required": [ "type" ], "type": "object" }, "extensions": { "bazaar": { "info": { "input": { "body": { "dividendYield": 0, "optionType": "call", "premium": 10.45057562, "rate": 0.05, "strike": 100, "timeToExpiry": 1, "underlying": 100 }, "bodyType": "json", "method": "POST", "type": "http" }, "output": { "example": { "computedAt": "2026-01-01T00:00:00.000Z", "converged": true, "greeks": { "delta": 0.63683059, "gamma": 0.01876202, "rho": 53.23248343, "theta": -6.41402764, "vega": 37.52403469 }, "greeksQuality": "analytic", "impliedVol": 0.2, "inputs": { "dividendYield": 0, "optionStyle": "european", "optionType": "call", "premium": 10.45057562, "rate": 0.05, "strike": 100, "timeToExpiry": 1, "underlying": 100 }, "iterations": 12, "model": "black-scholes-merton", "modelPrice": 10.45057562, "optionStyle": "european", "priceError": 0, "requestId": "00000000-0000-4000-8000-000000000003" }, "type": "json" } }, "schema": { "$schema": "https://json-schema.org/draft/2020-12/schema", "properties": { "input": { "additionalProperties": false, "properties": { "body": { "additionalProperties": false, "description": "Solve implied volatility from a single market premium (European BSM or American CRR).", "properties": { "dividendYield": { "description": "Continuous yield q (default 0)", "minimum": 0, "type": "number" }, "expiration": { "format": "date-time", "type": "string" }, "forwardStart": { "format": "date-time", "type": "string" }, "optionStyle": { "default": "european", "enum": [ "european", "american" ], "type": "string" }, "optionType": { "enum": [ "call", "put" ], "type": "string" }, "premium": { "description": "Observed market premium", "minimum": 0, "type": "number" }, "rate": { "description": "Continuous risk-free rate r", "type": "number" }, "strike": { "description": "Strike K (> 0)", "exclusiveMinimum": 0, "type": "number" }, "timeToExpiry": { "description": "Time to expiry in years (xor expiration)", "minimum": 0, "type": "number" }, "treeSteps": { "maximum": 500, "minimum": 50, "type": "integer" }, "underlying": { "description": "Underlying price S (> 0)", "exclusiveMinimum": 0, "type": "number" } }, "required": [ "underlying", "strike", "rate", "optionType", "premium" ], "title": "ImpliedVolRequest", "type": "object" }, "bodyType": { "enum": [ "json", "form-data", "text" ], "type": "string" }, "method": { "enum": [ "POST" ], "type": "string" }, "type": { "const": "http", "type": "string" } }, "required": [ "type", "method", "bodyType", "body" ], "type": "object" }, "output": { "properties": { "example": { "properties": { "computedAt": { "type": "string" }, "converged": { "type": "boolean" }, "greeks": { "type": "object" }, "greeksQuality": { "type": "string" }, "impliedVol": { "type": "number" }, "inputs": { "type": "object" }, "iterations": { "type": "integer" }, "model": { "type": "string" }, "modelPrice": { "type": "number" }, "optionStyle": { "type": "string" }, "priceError": { "type": "number" }, "requestId": { "type": "string" }, "timeline": { "type": "object" } }, "required": [ "impliedVol", "greeks", "modelPrice", "priceError", "iterations", "converged", "requestId", "computedAt" ], "title": "ImpliedVolResponse", "type": "object" }, "type": { "type": "string" } }, "required": [ "type" ], "type": "object" } }, "required": [ "input" ], "type": "object" } } }, "tags": [ "iv_calib", "mark", "multi-chain", "usdc", "options", "bazaar" ], "sourceHost": "derivatives-pricer-production.up.railway.app", "lastUpdated": "2026-10-10T23:48:38.759Z", "quality": { "calls30d": 1, "uniquePayers30d": 1, "lastCalledAt": "2026-10-10T23:48:38.379Z" }, "metadata": { "serviceName": "Single IV Solver", "extensions": { "bazaar": { "info": { "input": { "body": { "dividendYield": 0, "optionType": "call", "premium": 10.45057562, "rate": 0.05, "strike": 100, "timeToExpiry": 1, "underlying": 100 }, "bodyType": "json", "method": "POST", "type": "http" }, "output": { "example": { "computedAt": "2026-01-01T00:00:00.000Z", "converged": true, "greeks": { "delta": 0.63683059, "gamma": 0.01876202, "rho": 53.23248343, "theta": -6.41402764, "vega": 37.52403469 }, "greeksQuality": "analytic", "impliedVol": 0.2, "inputs": { "dividendYield": 0, "optionStyle": "european", "optionType": "call", "premium": 10.45057562, "rate": 0.05, "strike": 100, "timeToExpiry": 1, "underlying": 100 }, "iterations": 12, "model": "black-scholes-merton", "modelPrice": 10.45057562, "optionStyle": "european", "priceError": 0, "requestId": "00000000-0000-4000-8000-000000000003" }, "type": "json" } }, "schema": { "$schema": "https://json-schema.org/draft/2020-12/schema", "properties": { "input": { "additionalProperties": false, "properties": { "body": { "additionalProperties": false, "description": "Solve implied volatility from a single market premium (European BSM or American CRR).", "properties": { "dividendYield": { "description": "Continuous yield q (default 0)", "minimum": 0, "type": "number" }, "expiration": { "format": "date-time", "type": "string" }, "forwardStart": { "format": "date-time", "type": "string" }, "optionStyle": { "default": "european", "enum": [ "european", "american" ], "type": "string" }, "optionType": { "enum": [ "call", "put" ], "type": "string" }, "premium": { "description": "Observed market premium", "minimum": 0, "type": "number" }, "rate": { "description": "Continuous risk-free rate r", "type": "number" }, "strike": { "description": "Strike K (> 0)", "exclusiveMinimum": 0, "type": "number" }, "timeToExpiry": { "description": "Time to expiry in years (xor expiration)", "minimum": 0, "type": "number" }, "treeSteps": { "maximum": 500, "minimum": 50, "type": "integer" }, "underlying": { "description": "Underlying price S (> 0)", "exclusiveMinimum": 0, "type": "number" } }, "required": [ "underlying", "strike", "rate", "optionType", "premium" ], "title": "ImpliedVolRequest", "type": "object" }, "bodyType": { "enum": [ "json", "form-data", "text" ], "type": "string" }, "method": { "enum": [ "POST" ], "type": "string" }, "type": { "const": "http", "type": "string" } }, "required": [ "type", "method", "bodyType", "body" ], "type": "object" }, "output": { "properties": { "example": { "properties": { "computedAt": { "type": "string" }, "converged": { "type": "boolean" }, "greeks": { "type": "object" }, "greeksQuality": { "type": "string" }, "impliedVol": { "type": "number" }, "inputs": { "type": "object" }, "iterations": { "type": "integer" }, "model": { "type": "string" }, "modelPrice": { "type": "number" }, "optionStyle": { "type": "string" }, "priceError": { "type": "number" }, "requestId": { "type": "string" }, "timeline": { "type": "object" } }, "required": [ "impliedVol", "greeks", "modelPrice", "priceError", "iterations", "converged", "requestId", "computedAt" ], "title": "ImpliedVolResponse", "type": "object" }, "type": { "type": "string" } }, "required": [ "type" ], "type": "object" } }, "required": [ "input" ], "type": "object" } } } }, "liveness": { "reliability": null }, "verified": false, "featured": false, "provider": { "host": "derivatives-pricer-production.up.railway.app", "manifest_name": "derivatives-pricer-production.up.railway.app", "source": "cdp-mirror", "source_manifest_url": "https://api.cdp.coinbase.com/platform/v2/x402/discovery/resources", "submitted_at": "2026-10-14T01:15:01.050Z" }, "exampleResponse": { "computedAt": "2026-01-01T00:00:00.000Z", "converged": true, "greeks": { "delta": 0.63683059, "gamma": 0.01876202, "rho": 53.23248343, "theta": -6.41402764, "vega": 37.52403469 }, "greeksQuality": "analytic", "impliedVol": 0.2, "inputs": { "dividendYield": 0, "optionStyle": "european", "optionType": "call", "premium": 10.45057562, "rate": 0.05, "strike": 100, "timeToExpiry": 1, "underlying": 100 }, "iterations": 12, "model": "black-scholes-merton", "modelPrice": 10.45057562, "optionStyle": "european", "priceError": 0, "requestId": "00000000-0000-4000-8000-000000000003" } }