When to use
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.
Answeringour last check, 2026-10-11
1 of 1checks answered this week
901 msmedian answer time
$0.03listed price per call
$0.03price it asked us
Paid test badge: not yet. The checks above are free: we call the tool without paying and read the payment request it sends back. The Verified badge needs paid calls whose answers match the promised output, and nobody can buy a badge.
Endpoint
POST https://derivatives-pricer-production.up.railway.app/v1/option/implied-vol
| Category | Market data |
|---|---|
| Provider host | derivatives-pricer-production.up.railway.app |
| Networks | eip155:8453, solana:5eykt4UsFv8P8NJdTREpY1vzqKqZKvdp |
| Payment schemes | exact |
| Self-reported calls, 30 days | 1 from 1 payers (the provider's figure, not ours) |
Our checks, last 30 days
| Day | Result | HTTP | Asked | Time |
|---|---|---|---|---|
| 2026-10-11 | valid payment request | 402 | $0.03 | 901 ms |
Example input (from the provider)
{
"body": {
"dividendYield": 0,
"optionType": "call",
"premium": 10.45057562,
"rate": 0.05,
"strike": 100,
"timeToExpiry": 1,
"underlying": 100
},
"bodyType": "json",
"method": "POST",
"type": "http"
}
Promised output schema (from the provider)
{
"$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"
}