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Delx Volatility Sample
x402
Delx Volatility Sample is a paid API for AI agents from api.delx.ai, paid per call via x402, $0.003/call, status unknown (last checked 2026-09-13).
Estimates descriptive sample volatility (annualized standard deviation) from caller-supplied period returns
Price / call$0.003
Success—
StatusUnknown
How this service works
Estimate descriptive sample volatility from caller-supplied returns — call when estimating descriptive sample volatility from returns. Use on caller-supplied ticks/returns when agents need signal prep without a licensed live market feed (ottoai-class demand, first-party transform). Returns deterministic machine-readable JSON for $0.003 USDC via x402 on Base. Execution is first-party, local-only, stateless, and memory-only with no paid upstream, no input retention, and no claim of live chain tip…
Output
Returns deterministic machine-readable JSON containing the computed sample volatility (annualized standard deviation) derived from the supplied returns array and annualization factor. The result is stateless, computed locally with no upstream dependencies.
Example use cases
Crypto portfolio volatility estimation
“I have these daily percentage returns for ETH over the past week: [0.034, -0.021, 0.011, -0.043, 0.028, 0.015, -0.009] — can you calculate the annualized sample volatility using 365 periods per year?”
Equity signal prep without live feed
“I need to prep a volatility signal for a stock strategy — here are the weekly returns: [0.008, -0.012, 0.005, 0.019, -0.003, 0.011, -0.007, 0.004] — annualize it using 52 periods per year.”
Options pricing vol input from historical data
“Can you estimate the sample volatility from these 30 daily returns I pulled from my database, annualized to 365 days? Returns: [0.005, -0.013, 0.022, -0.007, 0.001, 0.018, -0.024, 0.009, 0.003, -0.011, 0.016, -0.002, 0.008, -0.019, 0.014, 0.006, -0.008, 0.021, -0.005, 0.012, -0.017, 0.003, 0.009, -0.014, 0.007, 0.011, -0.006, 0.004, 0.015, -0.010]”
Technical details
Endpoint
POSThttps://api.delx.ai/api/v1/x402/volatility-sampleWhen to prefer
Choose this endpoint when you have your own historical return series and need a fast, deterministic, stateless sample volatility estimate without subscribing to a live market data feed. Ideal for signal preparation pipelines, backtesting workflows, or any agent that already holds tick or return data and needs annualized vol as a downstream input. Preferable over full market-data APIs when cost, latency, or data-privacy constraints apply.
Side effects
- Empty or missing returns array returns an error
- Non-numeric values in the returns array cause a validation failure
- Invalid or zero periods_per_year may produce division errors or nonsensical results
- Insufficient data points (e.g. a single return) may yield undefined or degenerate volatility
- Payment failure via x402 on Base blocks execution
Input
Schema · Request body
| Field | Type | Description |
|---|---|---|
| returns | array | Caller-supplied period returns for sample volatility. |
| periods_per_year | number | Annualization factor (e.g. 365 for daily). |
Output
Schema · Response
{
"type": "json",
"example": {
"mean": 0.00125,
"count": 4,
"schema": "delx/util-volatility-sample/v1",
"advisory": "Descriptive sample volatility only.",
"annualized_vol": 0.25609752,
"standard_deviation": 0.01340476
}
}Tags
x402
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