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Saylor Innovations Implied Volatility Solver
x402
Saylor Innovations Implied Volatility Solver is a paid API for AI agents from saylorinnovations.com, paid per call via x402, $0.01/call, status unknown (last checked 2026-10-18).
Solves implied volatility from an observed option price using Black-Scholes, returning IV, delta, vega, volatility regime label, and pricing error
Price / call$0.01
Success—
StatusUnknown
How this service works
Solve implied volatility from an observed option price using Black-Scholes, with delta, vega, a volatility regime label and the pricing error
Output
Returns a JSON object containing: the solved implied volatility as a decimal and percentage, option delta and vega at the derived IV, a qualitative volatility regime label (e.g. low, moderate, high), a pricing error between the market price and the Black-Scholes model price, the model price at IV, a source field, a note with caveats, and an echo of all inputs used in the calculation.
Example use cases
Equity option IV check before trade
“I'm looking at a call on a stock trading at $420, strike $430, expiring in 3 months (0.25 years), priced at $12. Can you solve the implied volatility and tell me what regime we're in — low, moderate, or high?”
Put option pricing error analysis
“I have a put option where the underlying is at $100, strike is $95, time to expiry is 0.5 years, and the market price is $4.50. Solve the implied vol and show me the Black-Scholes pricing error versus the market price.”
Risk-free rate sensitivity on IV
“Can you compute implied volatility for a call option: spot $200, strike $205, 0.1 years to expiry, market price $3.20, using a risk-free rate of 5.25%? I want the delta and the volatility regime label too.”
Technical details
Endpoint
GEThttps://saylorinnovations.com/api/finance/implied-vol?utm_source=zero.xyzWhen to prefer
Choose this endpoint when you need to back out implied volatility from an observed market option price using the Black-Scholes model, especially when you also want greeks (delta, vega) and a human-readable volatility regime classification alongside the raw IV figure. Prefer this over building your own Newton-Raphson or bisection solver, and when you need a quick per-call computation without maintaining a local options library. Best suited for single-option IV lookups rather than bulk surface fitting.
Side effects
- Option price outside Black-Scholes bounds (e.g. below intrinsic value) causes IV solver to fail to converge
- Missing required parameters (s, k, t, price) returns a validation error
- Non-numeric string values for numeric fields cause parsing errors
- Very short time to expiry (near zero) can produce extreme or undefined IV values
- Put/call flag misspecified leads to incorrect IV solve and misleading greeks
Input
Schema · Request body
| Field | Type | Description |
|---|---|---|
| inputrequired | object | |
| output | object |
Tags
x402
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