# Mycelia Signal ETH Options Risk-Neutral Distribution Oracle

> Mycelia Signal ETH Options Risk-Neutral Distribution Oracle 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 ETH risk-neutral price distributions at 12 time horizons derived via Breeden-Litzenberger from SVI implied volatility surfaces, with quantiles, directional probabilities, sigma ranges, skewness, and Ed25519-signed attestation

## Facts

- Endpoint: GET https://api.myceliasignal.com/oracle/prediction/options/eth?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-eth-options-risk-neutral-distribution-oracle-7bbd1b37
- Structured record (JSON): https://api.zero.xyz/v1/capabilities/cap_dMdz6pUkbpZoy_a08K4e2

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-eth-options-risk-neutral-distribution-oracle-7bbd1b37
```

Example prompt: What does the ETH options market currently imply for the probability of a 10% or 20% move up or down, and can you give me the full risk-neutral distribution with skewness and sigma ranges across all 12 horizons, with a signed attestation I can verify?

## When to prefer this

Choose this endpoint when you need market-implied (risk-neutral) ETH price probability distributions derived rigorously from options markets via Breeden-Litzenberger, rather than model-based or historical forecasts. Ideal when you require cryptographic attestation (Ed25519) for on-chain use, compliance documentation, or agent-to-agent trust. Prefer over simpler price feeds when you need distributional information (quantiles, skewness, tail probabilities) rather than a point estimate.

## Known failure modes

- Options market data unavailable or stale — distribution cannot be computed
- Payment not received (x402 protocol) — endpoint returns 402 Payment Required
- SVI surface fitting fails for certain horizons — partial results or error for affected horizons
- Ed25519 signing service failure — response returned unsigned
- Rate limiting or provider downtime — 503 or 429 response

## How this service works

ETH 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 ETH risk-neutral price distributions at 12 time horizons, each including quantile values, probability of 10% and 20% up/down moves, sigma ranges, and skewness, all derived via Breeden-Litzenberger methodology from SVI implied volatility surfaces. The entire payload 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-eth-options-risk-neutral-distribution-oracle-7bbd1b37/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)