{"uid":"cap_bRL0CoKfSlBGv6fI7DYm5","slug":"mycelia-signal-btc-options-risk-neutral-price-distribution-b0da9277","name":"Mycelia Signal BTC Options Risk-Neutral Price Distribution","description":"BTC risk-neutral price distributions at 12 horizons via Breeden-Litzenberger from SVI surfaces — quantiles, P(up/down 10/20%), sigma ranges, skewness — Ed25519 signed attestation","url":"https://api.myceliasignal.com/oracle/prediction/options/btc?utm_source=zero.xyz","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"],"type":"string"},"queryParams":{"type":"object","properties":{}}},"additionalProperties":false},"output":{"type":"object","required":["type"],"properties":{"type":{"type":"string"},"example":{"type":"object"}}}}},"responseSchema":null,"example":null,"exampleRequest":null,"tags":["x402"],"displayCostAmount":"0.5","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":"$0.5/call","primary":{"kind":"static","protocol":"x402","network":"base","amountUsd":"0.5","per":"call","confidence":"exact"},"accepted":[{"kind":"static","protocol":"x402","network":"base","amountUsd":"0.5","per":"call","confidence":"exact"}]},"paymentMethods":[{"uid":"pm_LCwBZ23mXPi5HwCXuY0Qu","protocol":"x402","methodType":"crypto","chain":"base","mode":"charge","costAmount":"0.5","costPer":"request","priority":0,"asset":"0x833589fCD6eDb6E08f4c7C32D4f71b54bdA02913","unit":"request","depositMicros":null,"planRef":null}],"brandName":null,"brandSlug":null,"brandBaseUrl":null,"brandDocsUrl":null,"whatItDoes":"Returns Bitcoin risk-neutral probability distributions at 12 time horizons derived from SVI option surfaces via Breeden-Litzenberger, including quantiles, directional probabilities, sigma ranges, skewness, and Ed25519-signed attestation","exampleAgentPrompt":"What is the market-implied probability of Bitcoin rising 10% or more over the next 30 days — pull the full risk-neutral distribution with skewness and quantiles, and include the signed attestation.","exampleUseCases":[{"title":"BTC tail risk assessment for portfolio hedge","prompt":"What probability does the options market assign to Bitcoin dropping 20% or more over the next month? Give me the full risk-neutral distribution with downside quantiles so I can size a hedge."},{"title":"Crypto trading signal with verifiable attestation","prompt":"Pull the Breeden-Litzenberger BTC probability distribution right now across all 12 horizons — I need the skewness, sigma ranges, and Ed25519-signed attestation so I can log it as a verifiable signal."},{"title":"Options-implied BTC outlook for weekly report","prompt":"What is the current options-implied probability that Bitcoin is up or down 10% and 20% across short and medium-term horizons? I need the quantiles and skewness for a market outlook summary."}],"resultDescription":"A structured response containing Bitcoin risk-neutral price distributions computed from SVI (Stochastic Volatility Inspired) option surfaces using the Breeden-Litzenberger method, covering 12 time horizons. Includes quantile values, directional probabilities (P(up/down 10%) and P(up/down 20%)), sigma ranges, and distribution skewness. The response is accompanied by an Ed25519-signed attestation for cryptographic verifiability.","failureModes":["Options surface data unavailable or stale — service may return error or degraded output","Payment not processed — 402 response if x402 payment header missing or insufficient","Rate limiting — repeated calls may be throttled","Market closure or data feed interruption causing incomplete SVI surface fit","Signature verification failure if attestation key has rotated"],"whenToPreferThis":"Choose this endpoint when you need cryptographically attested, options-market-derived probability distributions for Bitcoin prices — not just spot price or simple implied volatility. Ideal for quantitative agents that require verifiable risk-neutral probabilities across multiple horizons for hedging, risk management, on-chain use, or systematic trading signals. Prefer over generic crypto price feeds when directional probability and tail risk quantification are required.","instructions":null,"reviewSummary":null,"reviewSummaryHighlights":null,"reviewSummaryConcerns":null,"reviewSummaryGeneratedAt":null,"activationCount":0,"lastUsedAt":null,"lastSuccessfullyRanAt":null,"lastHealthCheckAt":"2026-10-13T12:45:29.560Z","isFirstParty":false,"canonicalSlug":"mycelia-signal-btc-options-risk-neutral-price-distribution-b0da9277"}