Single IV Solver
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.
Offering
- Provider
- derivatives-pricer-production.up.railway.app
- Method
- POST
- Offering type
- Api Endpoint
- Transport type
- http
- Category
- Financial Analysis
- Delivery
- Not provided
- Pricing model
- Not provided
- x402 version
- 2
Endpoint context
- URL
https://derivatives-pricer-production.up.railway.app/v1/option/implied-vol- MIME type
- application/json
- First seen
- 2026-10-16T01:51:51.176Z
- Last seen
- Tags
- options, black-scholes, volatility, multi-chain, USDC
Payment pricing
x402 payment terms are the authoritative price for calling this endpoint.
- Payment option 1
- 0.03 USDC
Atomic price: 30000 · Network: solana:5eykt4UsFv8P8NJdTREpY1vzqKqZKvdp · Asset: USDC · Scheme: exact - Payment option 2
- 0.03 USDC
Atomic price: 30000 · Network: eip155:8453 · Asset: USDC · Scheme: exact
Raw x402 terms
[
{
"scheme": "exact",
"network": "solana:5eykt4UsFv8P8NJdTREpY1vzqKqZKvdp",
"asset": "EPjFWdd5AufqSSqeM2qN1xzybapC8G4wEGGkZwyTDt1v",
"amount": "30000",
"payTo": "DCi9X5mmacNGLeJvCw9fdWgX3G8V4QquDn4EuXATkcYr"
},
{
"scheme": "exact",
"network": "eip155:8453",
"asset": "0x833589fCD6eDb6E08f4c7C32D4f71b54bdA02913",
"amount": "30000",
"payTo": "0x34cfb8bdbf16e4484b7da0ed31deed5771b16c8f"
}
]Observed health
- Status
- Healthy
- Latest latency
- 123 ms
- Average latency
- 201 ms
- HTTP status
- 204
- Last checked
- Reachability
- 100% over 15 checks
Latency is measured to the first response headers. A reachable result does not verify response accuracy or merchant identity.
Input schema
{
"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 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": "ImpliedVolRequest",
"required": [
"underlying",
"strike",
"rate",
"optionType",
"premium"
],
"properties": {
"rate": {
"type": "number",
"description": "Continuous risk-free rate r"
},
"strike": {
"type": "number",
"description": "Strike K (> 0)",
"exclusiveMinimum": 0
},
"premium": {
"type": "number",
"minimum": 0,
"description": "Observed market premium"
},
"treeSteps": {
"type": "integer",
"maximum": 500,
"minimum": 50
},
"expiration": {
"type": "string",
"format": "date-time"
},
"optionType": {
"enum": [
"call",
"put"
],
"type": "string"
},
"underlying": {
"type": "number",
"description": "Underlying price S (> 0)",
"exclusiveMinimum": 0
},
"optionStyle": {
"enum": [
"european",
"american"
],
"type": "string",
"default": "european"
},
"forwardStart": {
"type": "string",
"format": "date-time"
},
"timeToExpiry": {
"type": "number",
"minimum": 0,
"description": "Time to expiry in years (xor expiration)"
},
"dividendYield": {
"type": "number",
"minimum": 0,
"description": "Continuous yield q (default 0)"
}
},
"description": "Solve implied volatility from a single market premium (European BSM or American CRR).",
"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",
"title": "ImpliedVolResponse",
"required": [
"impliedVol",
"greeks",
"modelPrice",
"priceError",
"iterations",
"converged",
"requestId",
"computedAt"
],
"properties": {
"model": {
"type": "string"
},
"greeks": {
"type": "object"
},
"inputs": {
"type": "object"
},
"timeline": {
"type": "object"
},
"converged": {
"type": "boolean"
},
"requestId": {
"type": "string"
},
"computedAt": {
"type": "string"
},
"impliedVol": {
"type": "number"
},
"iterations": {
"type": "integer"
},
"modelPrice": {
"type": "number"
},
"priceError": {
"type": "number"
},
"optionStyle": {
"type": "string"
},
"greeksQuality": {
"type": "string"
}
}
}
}
}
}
}