# Mycelia Signal BTC Options Risk-Neutral Price Distribution

> Mycelia Signal BTC Options Risk-Neutral Price Distribution is a paid API for AI agents from api.myceliasignal.com, paid per call via x402, $0.5/call, status unknown (last checked 2026-10-13).

Returns Bitcoin risk-neutral probability distributions at 12 time horizons derived from SVI option surfaces via Breeden-Litzenberger, including quantiles, directional probabilities, sigma ranges, skewness, and Ed25519-signed attestation

## Facts

- Endpoint: GET https://api.myceliasignal.com/oracle/prediction/options/btc?utm_source=zero.xyz
- Price: $0.5/call
- Payment: x402
- Status: unknown
- Last checked: 2026-10-13
- Activations on Zero: 0
- Tags: x402
- Canonical page: https://www.zero.xyz/c/mycelia-signal-btc-options-risk-neutral-price-distribution-b0da9277
- Structured record (JSON): https://api.zero.xyz/v1/capabilities/cap_bRL0CoKfSlBGv6fI7DYm5

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 mycelia-signal-btc-options-risk-neutral-price-distribution-b0da9277
```

Example prompt: What is the market-implied probability of Bitcoin rising 10% or more over the next 30 days — pull the full risk-neutral distribution with skewness and quantiles, and include the signed attestation.

## When to prefer this

Choose this endpoint when you need cryptographically attested, options-market-derived probability distributions for Bitcoin prices — not just spot price or simple implied volatility. Ideal for quantitative agents that require verifiable risk-neutral probabilities across multiple horizons for hedging, risk management, on-chain use, or systematic trading signals. Prefer over generic crypto price feeds when directional probability and tail risk quantification are required.

## Known failure modes

- Options surface data unavailable or stale — service may return error or degraded output
- Payment not processed — 402 response if x402 payment header missing or insufficient
- Rate limiting — repeated calls may be throttled
- Market closure or data feed interruption causing incomplete SVI surface fit
- Signature verification failure if attestation key has rotated

## How this service works

BTC risk-neutral price distributions at 12 horizons via Breeden-Litzenberger from SVI surfaces — quantiles, P(up/down 10/20%), sigma ranges, skewness — Ed25519 signed attestation

## Output

A structured response containing Bitcoin risk-neutral price distributions computed from SVI (Stochastic Volatility Inspired) option surfaces using the Breeden-Litzenberger method, covering 12 time horizons. Includes quantile values, directional probabilities (P(up/down 10%) and P(up/down 20%)), sigma ranges, and distribution skewness. The response is accompanied by an Ed25519-signed attestation for cryptographic verifiability.

## Request schema (JSON Schema)

```json
{
 "type": "object",
 "$schema": "https://json-schema.org/draft/2020-12/schema",
 "required": [
  "input"
 ],
 "properties": {
  "input": {
   "type": "object",
   "required": [
    "type",
    "method"
   ],
   "properties": {
    "type": {
     "type": "string",
     "const": "http"
    },
    "method": {
     "enum": [
      "GET"
     ],
     "type": "string"
    },
    "queryParams": {
     "type": "object",
     "properties": {}
    }
   },
   "additionalProperties": false
  },
  "output": {
   "type": "object",
   "required": [
    "type"
   ],
   "properties": {
    "type": {
     "type": "string"
    },
    "example": {
     "type": "object"
    }
   }
  }
 }
}
```

## More

- Live health (JSON, refreshed every minute): https://www.zero.xyz/c/mycelia-signal-btc-options-risk-neutral-price-distribution-b0da9277/health.json
- [Zero catalog index](https://www.zero.xyz/llms.txt)
- [Other services from api.myceliasignal.com](https://www.zero.xyz/host/api.myceliasignal.com/llms.txt)