# QuantOracle Option Chain Analysis

> 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

## Facts

- Endpoint: POST https://api.quantoracle.dev/v1/derivatives/option-chain-analysis
- Price: $0.015/call
- Payment: x402
- Status: unknown
- Last checked: 2026-09-14
- Activations on Zero: 0
- Tags: x402
- Canonical page: https://www.zero.xyz/c/api-quantoracle-dev-b020a13b
- Structured record (JSON): https://api.zero.xyz/v1/capabilities/cap_hIYkYAje9YMq4hQIT8Bzb

Status and success rate cover calls made through Zero and Zero's own probes. Third-party monitors may report differently.

## How to call it through Zero

Zero handles the 402 payment challenge and records the run. With the Zero CLI installed (`npm i -g @zeroxyz/cli`):

```sh
zero fetch --capability api-quantoracle-dev-b020a13b -d '<json body>'
```

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.

## When to prefer this

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.

## Known failure modes

- 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

## 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 request

```json
{
 "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"
  }
 ]
}
```

## Request schema (JSON Schema)

```json
{
 "type": "object",
 "properties": {
  "T": {
   "type": "number",
   "title": "T",
   "default": 0.0833,
   "description": "Time to expiration in years"
  },
  "r": {
   "type": "number",
   "title": "R",
   "default": 0.05,
   "description": "Risk-free interest rate"
  },
  "spot": {
   "type": "number",
   "title": "Spot",
   "description": "Current spot price of the underlying"
  },
  "chain": {
   "type": "array",
   "items": {
    "type": "object",
    "title": "ChainEntry",
    "required": [
     "strike"
    ],
    "properties": {
     "put_oi": {
      "type": "integer",
      "title": "Put Oi",
      "default": 0,
      "description": "Put open interest"
     },
     "strike": {
      "type": "number",
      "title": "Strike",
      "description": "Strike price"
     },
     "call_oi": {
      "type": "integer",
      "title": "Call Oi",
      "default": 0,
      "description": "Call open interest"
     },
     "put_ask": {
      "type": "number",
      "title": "Put Ask",
      "default": 0,
      "description": "Put ask price"
     },
     "put_bid": {
      "type": "number",
      "title": "Put Bid",
      "default": 0,
      "description": "Put bid price"
     },
     "call_ask": {
      "type": "number",
      "title": "Call Ask",
      "default": 0,
      "description": "Call ask price"
     },
     "call_bid": {
      "type": "number",
      "title": "Call Bid",
      "default": 0,
      "description": "Call bid price"
     },
     "put_volume": {
      "type": "integer",
      "title": "Put Volume",
      "default": 0,
      "description": "Put volume"
     },
     "call_volume": {
      "type": "integer",
      "title": "Call Volume",
      "default": 0,
      "description": "Call volume"
     }
    }
   },
   "title": "Chain",
   "description": "Array of option chain entries"
  }
 }
}
```

## More

- Live health (JSON, refreshed every minute): https://www.zero.xyz/c/api-quantoracle-dev-b020a13b/health.json
- [Zero catalog index](https://www.zero.xyz/llms.txt)
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