# Saylor Innovations Implied Volatility Solver

> 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

## Facts

- Endpoint: GET https://saylorinnovations.com/api/finance/implied-vol?utm_source=zero.xyz
- Price: $0.01/call
- Payment: x402
- Status: unknown
- Last checked: 2026-10-18
- Activations on Zero: 0
- Tags: x402
- Canonical page: https://www.zero.xyz/c/saylor-innovations-implied-volatility-solver-cb48d476
- Structured record (JSON): https://api.zero.xyz/v1/capabilities/cap_56Iv9a4Pj_A7IBIjKoge0

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 saylor-innovations-implied-volatility-solver-cb48d476
```

Example prompt: What's the implied volatility for a call option with a spot price of $150, strike of $155, 0.25 years to expiry, and a market price of $3.80? Also give me the delta, vega, and tell me what volatility regime it's in.

## When to prefer this

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.

## Known failure modes

- 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

## 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.

## 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",
     "required": [
      "s",
      "k",
      "t",
      "price"
     ],
     "properties": {
      "k": {
       "type": "string",
       "description": "Strike"
      },
      "r": {
       "type": "string",
       "description": "optional risk-free rate decimal, default 0.04"
      },
      "s": {
       "type": "string",
       "description": "Spot price"
      },
      "t": {
       "type": "string",
       "description": "Years to expiry"
      },
      "type": {
       "type": "string",
       "description": "call (default) or put"
      },
      "price": {
       "type": "string",
       "description": "Observed option price"
      }
     }
    }
   },
   "additionalProperties": false
  },
  "output": {
   "type": "object",
   "required": [
    "type"
   ],
   "properties": {
    "type": {
     "type": "string",
     "const": "json"
    },
    "example": {
     "type": "object",
     "required": [
      "inputs",
      "implied_volatility",
      "implied_volatility_percent"
     ],
     "properties": {
      "note": {
       "type": "string",
       "description": "Caveat or context for reading the result"
      },
      "delta": {
       "type": "number",
       "description": "Option delta at the implied volatility"
      },
      "inputs": {
       "type": "object",
       "properties": {
        "spot": {
         "type": [
          "number",
          "null"
         ],
         "description": "Underlying price"
        },
        "type": {
         "type": [
          "string",
          "null"
         ],
         "description": "Type or kind"
        },
        "strike": {
         "type": [
          "number",
          "null"
         ],
         "description": "Option strike price"
        },
        "market_price": {
         "type": [
          "number",
          "null"
         ],
         "description": "Market price"
        },
        "dividend_yield": {
         "type": [
          "number",
          "null"
         ],
         "description": "Dividend yield"
        },
        "risk_free_rate": {
         "type": [

… (truncated)
```

## More

- Live health (JSON, refreshed every minute): https://www.zero.xyz/c/saylor-innovations-implied-volatility-solver-cb48d476/health.json
- [Zero catalog index](https://www.zero.xyz/llms.txt)
- [Other services from saylorinnovations.com](https://www.zero.xyz/host/saylorinnovations.com/llms.txt)