# Laevitas Vol Surface Risk Scenario Analysis

> Laevitas Vol Surface Risk Scenario Analysis is a paid API for AI agents from apiv2.laevitas.ch, paid per call via x402, $0.1/call, status unknown (last checked 2026-09-14).

Runs scenario analysis on a portfolio of crypto options/derivatives positions against the proprietary Laevitas volatility surface to compute risk metrics under hypothetical market conditions

## Facts

- Endpoint: POST https://apiv2.laevitas.ch/api/v1/vol-surface/risk/scenario
- Price: $0.1/call
- Payment: x402
- Status: unknown
- Last checked: 2026-09-14
- Activations on Zero: 0
- Tags: x402
- Canonical page: https://www.zero.xyz/c/laevitas-vol-surface-risk-scenario-analysis-4589a72d
- Structured record (JSON): https://api.zero.xyz/v1/capabilities/cap_0Gpsj2rSWWZTjt0Hf_vk9

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 laevitas-vol-surface-risk-scenario-analysis-4589a72d -d '<json body>'
```

Example prompt: Can you run a risk scenario analysis on my crypto options positions — I have a mix of BTC and ETH options and I want to see how my portfolio performs under different volatility surface shocks? Pass my positions as a JSON string.

## When to prefer this

Use this endpoint when you need to evaluate how a crypto derivatives or options portfolio responds to hypothetical volatility surface scenarios — particularly when you want to leverage Laevitas's proprietary vol surface rather than a generic model. Ideal for risk managers, options traders, or quants who need scenario P&L and Greek sensitivities across different vol regimes for BTC, ETH, or other crypto assets.

## Known failure modes

- Invalid or malformed positions string returns error
- Missing required positions parameter returns 400
- Positions referencing unsupported instruments may return empty or error
- Authentication failure (missing or invalid API key, or x402 payment failure) returns 401/402
- Malformed JSON body returns parsing error
- Server-side computation failure returns success:false with empty data

## How this service works

Professional market data API for crypto derivatives, spot markets, prediction markets, Hyperliquid HyperCore data, proprietary volatility surfaces, and analytics.

## Authentication

Use an API key for authenticated REST requests:

```http
X-API-Key: your-api-key-here
```

Most data endpoints also support x402 pay-per-request without an API key.

| Resource | Path |
| --- | --- |
| OpenAPI JSON | `GET /openapi.json` |
| x402 discovery | `GET /.well-known/x402` |
| Changelog | `GET /api/v1/changelog` |
| WebSocket docs | `GET /websocket` |

## REST Surfaces

| Surface | Examples |
| --- | --- |
| Instruments | Cross-market contract reference data |
| Futures | OHLCVT, trades, tickers, orderbook, liquidations, carry |
| Perpetuals | OHLCVT, trades, funding, open interest, orderbook, liquidations |
| Options | OHLCVT, trades, Greeks, volatility, flow, dealer GEX |
| Vol Surface | Proprietary surface snapshots, slices, strikes, term structure, risk |
| Spot | OHLCVT, ticker, trades, volume, L2 orderbook, snapshots |
| Predictions | Polymarket instruments, categories, trades, ticker history |
| Hyperliquid - HyperCore | Node-derived fills, liquidations, positions, funding, TWAPs, resting orders, L2 books |
| Analytics | Realized volatility and derived metrics |

## Pagination

Paginated endpoints return the cursor at `meta.next_cursor`. Pass that value back as the `cursor` query parameter to fetch the next page.

## WebSocket Streaming

Real-time streams are documented at `/websocket`.

| Data | Channel pattern |
| --- | --- |
| Trades | `trades.{market}.{exchange}.{instrument}` |
| OHLC ticker | `ohlc.ticker.{market}.{exchange}.{instrument}.{timeframe}` |
| OHLCVT | `ohlc.vt.{market}.{exchange}.{instrument}.{timeframe}` |

Variables: `market` is one of `perpetuals`, `futures`, `options`, or `spot`; `timeframe` is one of `1m`, `5m`, `15m`, `1h`, `4h`, or `1d`.

## Quick Start

```bash
curl "https://apiv2.laevitas.ch/api/v1/futures/ohlcvt?exchange=deribit&instrument_name=BTC-PERPETUAL" \
  -H "X-API-Key: your-api-key-here"
```

## Output

Returns a JSON object with a 'data' field containing scenario-based risk metrics computed against Laevitas's proprietary volatility surface — likely including P&L impact, Greeks, and risk exposures under the simulated market conditions — along with a 'success' boolean indicating whether the computation succeeded.

## Request schema (JSON Schema)

```json
{
 "type": "object",
 "properties": {
  "positions": {
   "type": "string"
  }
 }
}
```

## Response schema (JSON Schema)

```json
{
 "type": "json",
 "example": {
  "data": {},
  "success": true
 }
}
```

## More

- Live health (JSON, refreshed every minute): https://www.zero.xyz/c/laevitas-vol-surface-risk-scenario-analysis-4589a72d/health.json
- [Zero catalog index](https://www.zero.xyz/llms.txt)
- [Other services from apiv2.laevitas.ch](https://www.zero.xyz/host/apiv2.laevitas.ch/llms.txt)