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QuantOracle Implied Volatility Calculator
x402
QuantOracle Implied Volatility Calculator is a paid API for AI agents from api.quantoracle.dev, paid per call via x402, $0.005/call, status unknown (last checked 2026-09-15).
Calculates the implied volatility of an options contract from its market price using iterative numerical methods
Price / call$0.005
Success—
StatusUnknown
How this service works
QuantOracle: options/implied-vol
Output
Returns the implied volatility as a decimal (e.g. 0.2193) and as an annualized percentage (e.g. 21.93%), along with the model-reproduced price, the observed market price, the number of solver iterations, and computation time in milliseconds.
Example use cases
Example prompt
“What's the implied volatility on a call option with a strike of $155, current spot at $150, 3 months to expiry, risk-free rate of 5%, no dividends, and a current market price of $5.20?”
Technical details
Endpoint
POSThttps://api.quantoracle.dev/v1/options/implied-volWhen to prefer
Use this endpoint when you have an observed market option price and need to back out the implied volatility — the market's forward-looking volatility estimate. Prefer this over QuantOracle's options/price endpoint (which prices an option given known volatility) when you want to extract IV from traded prices. Ideal for volatility surface construction, relative value analysis, or comparing implied vs realized volatility.
Side effects
- Market price is outside arbitrage bounds (e.g. below intrinsic value) — solver may fail to converge
- Non-positive time to expiry (T <= 0) causes undefined behavior
- Extremely deep in/out of the money options may produce unstable IV estimates
- Missing required fields (K, S, T, r, type, market_price) returns a validation error
- Negative spot or strike price rejected as invalid input
Input
{
"K": 155,
"S": 150,
"T": 0.25,
"q": 0,
"r": 0.05,
"type": "call",
"market_price": 5.2
}Schema · Request body
| Field | Type | Description |
|---|---|---|
| K | number | Strike price |
| S | number | Spot price of the underlying asset |
| T | number | Time to expiration in years |
| q | number | Continuous dividend yield |
| r | number | Risk-free interest rate (annualized) |
| type | string | Option type |
| market_price | number | Observed market price of the option |
Output
{
"ms": 17.4,
"_meta": {
"url": "https://quantoracle.dev",
"docs": "https://api.quantoracle.dev/docs",
"calculator": "https://quantoracle.dev/implied-volatility-calculator",
"powered_by": "QuantOracle"
},
"iterations": 4,
"model_price": 5.2,
"market_price": 5.2,
"annualized_pct": 21.93,
"implied_volatility": 0.219258
}Tags
x402
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