# QuantOracle Implied Volatility Calculator

> 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

## Facts

- Endpoint: POST https://api.quantoracle.dev/v1/options/implied-vol
- Price: $0.005/call
- Payment: x402
- Status: unknown
- Last checked: 2026-09-15
- Activations on Zero: 0
- Tags: x402
- Canonical page: https://www.zero.xyz/c/api-quantoracle-dev-d3332e15
- Structured record (JSON): https://api.zero.xyz/v1/capabilities/cap_d9r2rncQ4PsEXI6A1no4q

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-d3332e15 -d '<json body>'
```

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?

## When to prefer this

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.

## Known failure modes

- 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

## 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 request

```json
{
 "K": 155,
 "S": 150,
 "T": 0.25,
 "q": 0,
 "r": 0.05,
 "type": "call",
 "market_price": 5.2
}
```

## Request schema (JSON Schema)

```json
{
 "type": "object",
 "properties": {
  "K": {
   "type": "number",
   "title": "K",
   "description": "Strike price",
   "exclusiveMinimum": 0
  },
  "S": {
   "type": "number",
   "title": "S",
   "description": "Spot price of the underlying asset",
   "exclusiveMinimum": 0
  },
  "T": {
   "type": "number",
   "title": "T",
   "description": "Time to expiration in years",
   "exclusiveMinimum": 0
  },
  "q": {
   "type": "number",
   "title": "Q",
   "default": 0,
   "description": "Continuous dividend yield"
  },
  "r": {
   "type": "number",
   "title": "R",
   "default": 0.05,
   "description": "Risk-free interest rate (annualized)"
  },
  "type": {
   "enum": [
    "call",
    "put"
   ],
   "type": "string",
   "title": "Type",
   "default": "call",
   "description": "Option type"
  },
  "market_price": {
   "type": "number",
   "title": "Market Price",
   "description": "Observed market price of the option",
   "exclusiveMinimum": 0
  }
 }
}
```

## More

- Live health (JSON, refreshed every minute): https://www.zero.xyz/c/api-quantoracle-dev-d3332e15/health.json
- [Zero catalog index](https://www.zero.xyz/llms.txt)
- [Other services from api.quantoracle.dev](https://www.zero.xyz/host/api.quantoracle.dev/llms.txt)