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QuantOracle Option Chain Analysis
x402
QuantOracle Option Chain Analysis is a paid API for AI agents from api.quantoracle.dev, paid per call via x402, $0.015/call, status unknown (last checked 2026-09-14).
Analyzes an options chain for a given underlying asset, computing Greeks, implied volatility surface, and pricing metrics across strikes and expirations
Price / call$0.015
Success—
StatusUnknown
How this service works
QuantOracle: derivatives/option-chain-analysis
Output
Returns a structured breakdown of the options chain including per-strike Greeks (delta, gamma, theta, vega, rho), implied volatility for each contract, IV skew and surface metrics, open interest, bid-ask spread data, and possibly pricing anomaly signals or summary statistics across the chain.
Example use cases
Example prompt
“Run a full option chain analysis on SPY — I want implied volatility, all the Greeks across every strike, and the IV skew for expirations over the next 30 days so I can find the best covered call strikes.”
Technical details
Endpoint
POSThttps://api.quantoracle.dev/v1/derivatives/option-chain-analysisWhen to prefer
Use this endpoint when you need comprehensive multi-strike, multi-expiration options chain analysis including Greeks and IV surface in a single call, especially for quant workflows, spread selection, or volatility surface modeling. Prefer over spread-scan when you want raw chain-wide data rather than pre-screened spread opportunities.
Side effects
- Unknown or unsupported ticker symbol returns 404 or validation error
- No options market data available for the requested expiration range
- Malformed or missing required fields (symbol, expiration) return 400 bad request
- Stale or unavailable market data results in partial or empty chain response
- Insufficient payment or x402 auth failure returns 402 Payment Required
Input
{
"spot": 100,
"chain": [
{
"ask": 3.5,
"bid": 3,
"type": "call",
"strike": 105,
"expiration": "2025-01-17"
},
{
"ask": 3,
"bid": 2.5,
"type": "put",
"strike": 95,
"expiration": "2025-01-17"
}
]
}Schema · Request body
| Field | Type | Description |
|---|---|---|
| T | number | Time to expiration in years |
| r | number | Risk-free interest rate |
| spot | number | Current spot price of the underlying |
| chain | array | Array of option chain entries |
Output
{
"ms": 14.68,
"_meta": {
"url": "https://quantoracle.dev",
"docs": "https://api.quantoracle.dev/docs",
"powered_by": "QuantOracle"
},
"total_oi": 0,
"skew_metric": 0,
"total_volume": 0,
"atm_iv_approx": 0,
"max_pain_strike": 105,
"put_call_ratio_oi": 0,
"put_call_ratio_volume": 0,
"volume_weighted_strike": 100
}Tags
x402
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