{"uid":"cap_U5vY0Fllq5qtBay0RwJ8C","slug":"solana-sol-volatility-density-endpoint-5ae18106","name":"Solana (SOL) Volatility Density Endpoint","description":"SOL vol density — EWMA+HAR vol blend + Student-t quantile hint (SIBYL doctrine, mean 0).","url":"https://solidus-x402.fly.dev/v1/density/SOL","method":"GET","headers":{},"bodySchema":{"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","HEAD","DELETE"],"type":"string"},"pathParams":{"type":"object","required":["symbol"],"properties":{"symbol":{"enum":["BTC","ETH","SOL","XRP","BNB","DOGE","AVAX","LINK","ARB","OP"],"type":"string","default":null}}},"queryParams":{"type":"object","properties":{},"additionalProperties":false}},"additionalProperties":false},"output":{"type":"object","required":["type"],"properties":{"type":{"type":"string"},"example":{"type":"object"}}}}},"responseSchema":null,"example":null,"exampleRequest":null,"tags":["x402"],"displayCostAmount":"0.05","displayCostAsset":"USDC","priceDynamic":false,"priceHint":null,"priceStatus":"priced","priceSource":"registry","requiresHandshake":false,"reviewCount":0,"rating":{"score":"0.00","successRate":"0.00","reviews":0,"stars":null,"state":"unrated"},"availabilityStatus":"down","priceObserved":null,"sessionDeposit":null,"pricing":{"kind":"static","summary":"$0.05/call","primary":{"kind":"static","protocol":"x402","network":"base","amountUsd":"0.05","per":"call","confidence":"exact"},"accepted":[{"kind":"static","protocol":"x402","network":"base","amountUsd":"0.05","per":"call","confidence":"exact"}]},"paymentMethods":[{"uid":"pm_bViRCal1HYoglWsG0ma84","protocol":"x402","methodType":"crypto","chain":"base","mode":"charge","costAmount":"0.05","costPer":"request","priority":0,"asset":"EPjFWdd5AufqSSqeM2qN1xzybapC8G4wEGGkZwyTDt1v","unit":"request","depositMicros":null,"planRef":null}],"brandName":null,"brandSlug":null,"brandBaseUrl":null,"brandDocsUrl":null,"whatItDoes":"Returns the SOL volatility probability density using an EWMA+HAR blend with Student-t quantile hints, useful for risk sizing and options pricing.","exampleAgentPrompt":"What's the current volatility density for SOL — I need the EWMA+HAR blended vol with the Student-t quantile hint so I can size my position properly before placing a Solana trade.","exampleUseCases":[{"title":"Pre-trade SOL position sizing","prompt":"Before I put on this SOL position, can you pull the current volatility density estimate so I can figure out the right position size given my risk budget?"},{"title":"SOL options premium estimation","prompt":"I'm pricing a short-dated SOL option — can you get me the EWMA+HAR volatility density with the Student-t quantile hint so I can calibrate the premium?"},{"title":"Solana portfolio risk dashboard","prompt":"Update my risk dashboard with the latest SOL vol density estimate — I want to see where the distribution is sitting right now so I can flag any tail risk spikes."}],"resultDescription":"Returns a volatility probability density object for SOL, blending EWMA and HAR volatility models with a Student-t quantile hint. The output is centered at mean 0 and provides a statistical distribution of expected SOL volatility, useful for options pricing, risk sizing, and tail-risk assessment.","failureModes":["Payment not included or insufficient USDC (402 Payment Required)","Invalid or unsupported symbol path parameter (422 Unprocessable Entity)","Upstream market data unavailable causing stale or missing density (503 Service Unavailable)","Rate limiting if too many requests in a short window (429 Too Many Requests)"],"whenToPreferThis":"Choose this endpoint when you need a statistically grounded, model-blended volatility density for SOL rather than a raw spot price or implied vol scalar. Ideal when you need the full distributional shape (EWMA+HAR blend + Student-t tail behavior) for options pricing, VaR computation, or risk-aware position sizing on Solana. Prefer over generic price feeds when tail quantiles and distributional skew matter.","instructions":null,"reviewSummary":null,"reviewSummaryHighlights":null,"reviewSummaryConcerns":null,"reviewSummaryGeneratedAt":null,"activationCount":0,"lastUsedAt":null,"lastSuccessfullyRanAt":null,"lastHealthCheckAt":"2026-09-15T21:25:12.037Z","isFirstParty":false}