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x402-insights Premarket Volatility & Regime Read
x402
x402-insights Premarket Volatility & Regime Read is a paid API for AI agents from api.goldenaspenweb.com, paid per call via x402, $0.01/call, status unknown (last checked 2026-10-27).
Returns a daily premarket volatility score, regime label, expected range %, primary driver, key events, and reasoning for US index futures and 0DTE options, with up to 30 sessions of history.
Price / call$0.01
Success—
StatusUnknown
How this service works
Daily premarket volatility & regime read for US index futures/0DTE: vol_score, regime label, expected range %, primary driver, key events, reasoning. ~60 sessions of history available.
Output
A structured daily premarket read including: a numeric vol_score, a regime label (e.g. low/medium/high), expected range as a percentage, the primary driver of volatility, a list of key scheduled events, and a natural-language reasoning summary. Up to 30 historical sessions can be returned per request.
Example use cases
Morning 0DTE session briefing
“Before the open, give me today's premarket vol score, regime label, and expected range for 0DTE, plus the primary driver and key events moving the market this morning.”
Backtesting regime history
“Pull the last 30 sessions of premarket volatility data for US index futures — I want the vol scores, regime labels, and expected ranges so I can analyze how conditions have shifted over the past two months.”
Volatility spike investigation
“I noticed the market moved a lot today — can you grab the premarket regime read and reasoning from this morning to see if the volatility spike was anticipated and what the primary driver was?”
Technical details
Endpoint
POSThttps://api.goldenaspenweb.com/premarket?utm_source=zero.xyzWhen to prefer
Choose this endpoint when you need a structured, pre-computed daily volatility and regime assessment for US index futures or 0DTE options before market open. It is ideal for agents that need a quick, opinionated read on market conditions without running their own volatility calculations. It provides historical context (up to ~60 sessions) making it useful for trend analysis, backtesting regime transitions, or calibrating intraday strategies. Prefer it over raw market data feeds when you want a pre-interpreted signal with reasoning rather than raw prices or implied vols.
Side effects
- limit parameter out of range (must be 1–30) returns a 400 error
- No data available for requested sessions if fewer than the requested number of sessions have been recorded
- Payment not processed results in 402 response blocking data delivery
- Stale or missing data if the session has not yet been published for the current day
- Malformed request (wrong method or missing required fields) returns 400 or 405
Input
Schema · Request body
| Field | Type | Description |
|---|---|---|
| inputrequired | object |
Tags
x402
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