{"uid":"cap_0Gpsj2rSWWZTjt0Hf_vk9","slug":"laevitas-vol-surface-risk-scenario-analysis-4589a72d","name":"Laevitas Vol Surface Risk Scenario Analysis","description":"Professional market data API for crypto derivatives, spot markets, prediction markets, Hyperliquid HyperCore data, proprietary volatility surfaces, and analytics.\n\n## Authentication\n\nUse an API key for authenticated REST requests:\n\n```http\nX-API-Key: your-api-key-here\n```\n\nMost data endpoints also support x402 pay-per-request without an API key.\n\n| Resource | Path |\n| --- | --- |\n| OpenAPI JSON | `GET /openapi.json` |\n| x402 discovery | `GET /.well-known/x402` |\n| Changelog | `GET /api/v1/changelog` |\n| WebSocket docs | `GET /websocket` |\n\n## REST Surfaces\n\n| Surface | Examples |\n| --- | --- |\n| Instruments | Cross-market contract reference data |\n| Futures | OHLCVT, trades, tickers, orderbook, liquidations, carry |\n| Perpetuals | OHLCVT, trades, funding, open interest, orderbook, liquidations |\n| Options | OHLCVT, trades, Greeks, volatility, flow, dealer GEX |\n| Vol Surface | Proprietary surface snapshots, slices, strikes, term structure, risk |\n| Spot | OHLCVT, ticker, trades, volume, L2 orderbook, snapshots |\n| Predictions | Polymarket instruments, categories, trades, ticker history |\n| Hyperliquid - HyperCore | Node-derived fills, liquidations, positions, funding, TWAPs, resting orders, L2 books |\n| Analytics | Realized volatility and derived metrics |\n\n## Pagination\n\nPaginated endpoints return the cursor at `meta.next_cursor`. Pass that value back as the `cursor` query parameter to fetch the next page.\n\n## WebSocket Streaming\n\nReal-time streams are documented at `/websocket`.\n\n| Data | Channel pattern |\n| --- | --- |\n| Trades | `trades.{market}.{exchange}.{instrument}` |\n| OHLC ticker | `ohlc.ticker.{market}.{exchange}.{instrument}.{timeframe}` |\n| OHLCVT | `ohlc.vt.{market}.{exchange}.{instrument}.{timeframe}` |\n\nVariables: `market` is one of `perpetuals`, `futures`, `options`, or `spot`; `timeframe` is one of `1m`, `5m`, `15m`, `1h`, `4h`, or `1d`.\n\n## Quick Start\n\n```bash\ncurl \"https://apiv2.laevitas.ch/api/v1/futures/ohlcvt?exchange=deribit&instrument_name=BTC-PERPETUAL\" \\\n  -H \"X-API-Key: your-api-key-here\"\n```","url":"https://apiv2.laevitas.ch/api/v1/vol-surface/risk/scenario","method":"POST","headers":{},"bodySchema":{"type":"object","properties":{"positions":{"type":"string"}}},"responseSchema":{"type":"json","example":{"data":{},"success":true}},"example":null,"exampleRequest":null,"tags":["x402"],"displayCostAmount":"0.1","displayCostAsset":"USDC","priceDynamic":false,"priceHint":null,"priceStatus":"priced","priceSource":"probe","requiresHandshake":false,"reviewCount":0,"rating":{"score":"0.00","successRate":"0.00","reviews":0,"stars":null,"state":"unrated"},"availabilityStatus":"unknown","priceObserved":null,"sessionDeposit":null,"pricing":{"kind":"static","summary":"$0.1/call","primary":{"kind":"static","protocol":"x402","network":"base","amountUsd":"0.1","per":"call","confidence":"exact"},"accepted":[{"kind":"static","protocol":"x402","network":"base","amountUsd":"0.1","per":"call","confidence":"exact"}]},"paymentMethods":[{"uid":"pm_4UjIHQwjPSCQF45wsbVH8","protocol":"x402","methodType":"crypto","chain":"base","mode":"charge","costAmount":"0.1","costPer":"request","priority":0,"asset":"0x833589fCD6eDb6E08f4c7C32D4f71b54bdA02913","unit":"request","depositMicros":null,"planRef":null}],"brandName":null,"brandSlug":null,"brandBaseUrl":null,"brandDocsUrl":null,"whatItDoes":"Runs scenario analysis on a portfolio of crypto options/derivatives positions against the proprietary Laevitas volatility surface to compute risk metrics under hypothetical market conditions","exampleAgentPrompt":"Can you run a risk scenario analysis on my crypto options positions — I have a mix of BTC and ETH options and I want to see how my portfolio performs under different volatility surface shocks? Pass my positions as a JSON string.","exampleUseCases":null,"resultDescription":"Returns a JSON object with a 'data' field containing scenario-based risk metrics computed against Laevitas's proprietary volatility surface — likely including P&L impact, Greeks, and risk exposures under the simulated market conditions — along with a 'success' boolean indicating whether the computation succeeded.","failureModes":["Invalid or malformed positions string returns error","Missing required positions parameter returns 400","Positions referencing unsupported instruments may return empty or error","Authentication failure (missing or invalid API key, or x402 payment failure) returns 401/402","Malformed JSON body returns parsing error","Server-side computation failure returns success:false with empty data"],"whenToPreferThis":"Use this endpoint when you need to evaluate how a crypto derivatives or options portfolio responds to hypothetical volatility surface scenarios — particularly when you want to leverage Laevitas's proprietary vol surface rather than a generic model. Ideal for risk managers, options traders, or quants who need scenario P&L and Greek sensitivities across different vol regimes for BTC, ETH, or other crypto assets.","instructions":null,"reviewSummary":null,"reviewSummaryHighlights":null,"reviewSummaryConcerns":null,"reviewSummaryGeneratedAt":null,"activationCount":0,"lastUsedAt":null,"lastSuccessfullyRanAt":null,"lastHealthCheckAt":"2026-09-14T00:50:04.986Z","isFirstParty":false}