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QuantOracle Volatility Surface
x402
QuantOracle Volatility Surface 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).
Computes a full implied volatility surface across strikes and expiries for a given derivatives underlying
Price / call$0.015
Success—
StatusUnknown
How this service works
QuantOracle: derivatives/volatility-surface
Output
Returns a structured volatility surface object containing a grid of implied volatilities indexed by strike (or moneyness) and expiration, including vol smile curves per expiry, term structure of at-the-money vol, and potentially fitted surface parameters (e.g. SVI or SABR model coefficients).
Example use cases
Example prompt
“Build me a full implied volatility surface for SPY options — cover strikes from 80% to 120% moneyness and expiries from 1 week out to 1 year, using current market prices.”
Technical details
Endpoint
POSThttps://api.quantoracle.dev/v1/derivatives/volatility-surfaceWhen to prefer
Use this endpoint when you need a full multi-dimensional view of implied volatility across both strike and expiry dimensions, rather than a single IV lookup. Ideal for options pricing engines, risk systems needing skew and term structure, or any workflow that requires a calibrated vol surface (e.g. for exotic pricing or hedging). Prefer over single-point IV calculators when you need the entire surface.
Side effects
- Insufficient option chain data returns sparse or incomplete surface
- Invalid or illiquid underlying with no listed options returns error
- Strike range outside available market data returns extrapolation warnings or nulls
- Malformed input symbol or unsupported asset class returns 400 validation error
- Arbitrage violations in input data may cause surface fitting to fail
Input
{
"spot": 4500,
"market_data": [
{
"strike": 4400,
"expiry_days": 30,
"implied_vol": 0.18
},
{
"strike": 4500,
"expiry_days": 30,
"implied_vol": 0.16
},
{
"strike": 4600,
"expiry_days": 30,
"implied_vol": 0.17
},
{
"strike": 4400,
"expiry_days": 90,
"implied_vol": 0.19
},
{
"strike": 4500,
"expiry_days": 90,
"implied_vol": 0.17
},
{
"strike": 4600,
"expiry_days": 90,
"implied_vol": 0.18
},
{
"strike": 4400,
"expiry_days": 180,
"implied_vol": 0.2
},
{
"strike": 4500,
"expiry_days": 180,
"implied_vol": 0.18
},
{
"strike": 4600,
"expiry_days": 180,
"implied_vol": 0.19
}
],
"interpolation": "linear"
}Schema · Request body
| Field | Type | Description |
|---|---|---|
| spot | number | Current spot price |
| market_data | array | Array of implied vol data points |
| interpolation | string | Surface interpolation method |
Output
{
"ms": 7.31,
"_meta": {
"url": "https://quantoracle.dev",
"docs": "https://api.quantoracle.dev/docs",
"powered_by": "QuantOracle"
},
"surface": [
{
"vols": [
{
"vol": 0.18,
"strike": 4400
},
{
"vol": 0.16,
"strike": 4500
},
{
"vol": 0.17,
"strike": 4600
}
],
"expiry_days": 30
},
{
"vols": [
{
"vol": 0.19,
"strike": 4400
},
{
"vol": 0.17,
"strike": 4500
},
{
"vol": 0.18,
"strike": 4600
}
],
"expiry_days": 90
},
{
"vols": [
{
"vol": 0.2,
"strike": 4400
},
{
"vol": 0.18,
"strike": 4500
},
{
"vol": 0.19,
"strike": 4600
}
],
"expiry_days": 180
}
],
"n_points": 9,
"n_strikes": 3,
"n_expiries": 3,
"skew_by_expiry": [
{
"skew": 0,
"n_strikes": 3,
"expiry_days": 30
},
{
"skew": 0,
"n_strikes": 3,
"expiry_days": 90
},
{
"skew": 0,
"n_strikes": 3,
"expiry_days": 180
}
],
"atm_term_structure": [
{
"vol": 0.16,
"expiry_days": 30
},
{
"vol": 0.17,
"expiry_days": 90
},
{
"vol": 0.18,
"expiry_days": 180
}
]
}Tags
x402
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