Solve implied volatility from an observed option price using Black-Scholes, with
Solve implied volatility from an observed option price using Black-Scholes, with delta, vega, a volatility regime label and the pricing error
Answers HTTP 404 without x402 payment termsour last check, 2026-10-18
0 of 1checks answered this week
n/amedian answer time
$0.01listed price per call
n/aprice it asked us
Paid test badge: not yet. The checks above are free: we call the tool without paying and read the payment request it sends back. The Verified badge needs paid calls whose answers match the promised output, and nobody can buy a badge.
Endpoint
GET https://saylorinnovations.com/api/finance/implied-vol
| Category | Market data |
|---|---|
| Provider host | saylorinnovations.com |
| Networks | eip155:8453, solana:5eykt4UsFv8P8NJdTREpY1vzqKqZKvdp |
| Payment schemes | exact |
| Self-reported calls, 30 days | 1 from 1 payers (the provider's figure, not ours) |
Our checks, last 30 days
| Day | Result | HTTP | Asked | Time |
|---|---|---|---|---|
| 2026-10-18 | no x402 terms | 404 | 219 ms |
Example input (from the provider)
{
"method": "GET",
"queryParams": {
"k": "105",
"price": "6.5",
"r": "0.04",
"s": "100",
"t": "0.5",
"type": "call"
},
"type": "http"
}
Promised output schema (from the provider)
{
"$schema": "https://json-schema.org/draft/2020-12/schema",
"properties": {
"input": {
"additionalProperties": false,
"properties": {
"method": {
"enum": [
"GET",
"POST",
"PUT",
"PATCH",
"DELETE",
"HEAD"
],
"type": "string"
},
"queryParams": {
"properties": {
"k": {
"description": "Strike",
"type": "string"
},
"price": {
"description": "Observed option price",
"type": "string"
},
"r": {
"description": "optional risk-free rate decimal, default 0.04",
"type": "string"
},
"s": {
"description": "Spot price",
"type": "string"
},
"t": {
"description": "Years to expiry",
"type": "string"
},
"type": {
"description": "call (default) or put",
"type": "string"
}
},
"required": [
"s",
"k",
"t",
"price"
],
"type": "object"
},
"type": {
"const": "http",
"type": "string"
}
},
"required": [
"type",
"method"
],
"type": "object"
},
"output": {
"properties": {
"example": {
"properties": {
"delta": {
"type": "number"
},
"implied_volatility": {
"description": "Implied volatility",
"type": "number"
},
"implied_volatility_percent": {
"description": "Implied volatility, as a percentage",
"type": "number"
},
"inputs": {
"type": "object"
},
"model_price_at_iv": {
"description": "Model price at iv",
"type": "number"
},
"note": {
"description": "Caveat or context for reading the result",
"type": "string"
},
"pricing_error": {
"description": "Pricing error",
"type": "number"
},
"regime": {
"type": "string"
},
"source": {
"description": "Data source the values come from",
"type": "string"
},
"vega_per_vol_point": {
"description": "Vega per vol point",
"type": "number"
}
},
"required": [
"inputs",
"implied_volatility",
"implied_volatility_percent"
],
"type": "object"
},
"type": {
"const": "json",
"type": "string"
}
},
"required": [
"type"
],
"type": "object"
}
},
"required": [
"input"
],
"type": "object"
}