{"uid":"cap_IbUPOvZh7-VURTwRwPyyj","slug":"finmath-implied-volatility-calculator-165ae011","name":"finmath Implied Volatility Calculator","description":"Deterministic finance and crypto math for AI agents: TradFi (NPV, IRR, XIRR, Black-Scholes + Greeks, bonds, VaR, Sharpe) and DeFi (impermanent loss, perp liquidation, funding, Uniswap v3, health factor, cost basis). Exact, model-free arithmetic that LLMs get wrong — priced per call in USDC.","url":"https://finmath.qzqh5rrbkz.workers.dev/v1/implied_volatility","method":"POST","headers":{},"bodySchema":{"type":"object","required":["rate","spot","price","strike","time_years"],"properties":{"kind":{"type":"string","description":"kind"},"rate":{"type":"number","description":"rate"},"spot":{"type":"number","description":"spot"},"price":{"type":"number","description":"price"},"strike":{"type":"number","description":"strike"},"time_years":{"type":"number","description":"time_years"}}},"responseSchema":{"type":"object","required":["result","meta"],"properties":{"meta":{"type":"object"},"result":{}}},"example":{"request":{"kind":"call","rate":0.05,"spot":100,"price":10.5,"strike":105,"time_years":0.25},"response":{"meta":{"tool":"implied_volatility","model":true,"disclaimer":"Deterministic calculation utility. Not financial, investment, or trading advice.","assumptions":["European Black-Scholes inversion; no dividends"],"deterministic":true},"result":0.6058131232312975}},"exampleRequest":{"kind":"call","rate":0.05,"spot":100,"price":10.5,"strike":105,"time_years":0.25},"tags":["x402"],"displayCostAmount":"0.003","displayCostAsset":"USDC","priceDynamic":false,"priceHint":null,"priceStatus":"priced","priceSource":"settled","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":"$0.003/call","primary":{"kind":"static","protocol":"x402","network":"base","amountUsd":"0.003","per":"call","confidence":"exact"},"accepted":[{"kind":"static","protocol":"x402","network":"base","amountUsd":"0.003","per":"call","confidence":"exact"}]},"paymentMethods":[{"uid":"pm_D9ICAcwAzV_M6H-LByHkF","protocol":"x402","methodType":"crypto","chain":"base","mode":"charge","costAmount":"0.003","costPer":"request","priority":0,"asset":"0x833589fCD6eDb6E08f4c7C32D4f71b54bdA02913","unit":"request","depositMicros":null,"planRef":null}],"brandName":null,"brandSlug":null,"brandBaseUrl":null,"brandDocsUrl":null,"whatItDoes":"Computes implied volatility from an observed option price using a numerical inversion of the Black-Scholes model","exampleAgentPrompt":"What's the implied volatility on a call option where the spot is $150, strike is $155, the option is trading at $4.20, risk-free rate is 5%, and there are 0.25 years to expiry?","exampleUseCases":null,"resultDescription":"Returns a result object containing the computed implied volatility (as an annualized decimal, e.g. 0.25 for 25%) and a meta object with computation details. The implied vol is the unique sigma that, when plugged into Black-Scholes, reproduces the observed market option price.","failureModes":["Option price below intrinsic value — no real IV solution exists, returns error","Time to expiry is zero or negative — ill-defined problem","Spot or strike is zero or negative — invalid inputs","Price is too high or too low for convergence — numerical solver fails to bracket","Missing required fields (rate, spot, price, strike, time_years) — 400 validation error","Payment not provided or insufficient USDC — 402 payment required"],"whenToPreferThis":"Use this endpoint when you need a precise, deterministic implied volatility calculation that an LLM cannot reliably perform via in-context arithmetic. Prefer it over manual Black-Scholes inversion when accuracy matters — e.g. for trading decisions, risk management, Greeks computation pipelines, or any workflow where a wrong IV would cascade into bad downstream outputs. This is especially useful when you have the market price of an option and need to express it in volatility terms for comparison or modeling.","instructions":null,"reviewSummary":null,"reviewSummaryHighlights":null,"reviewSummaryConcerns":null,"reviewSummaryGeneratedAt":null,"activationCount":0,"lastUsedAt":null,"lastSuccessfullyRanAt":null,"lastHealthCheckAt":"2026-09-15T18:57:37.406Z","isFirstParty":false}