{"uid":"cap_d9r2rncQ4PsEXI6A1no4q","slug":"api-quantoracle-dev-d3332e15","name":"QuantOracle Implied Volatility Calculator","description":"QuantOracle: options/implied-vol","url":"https://api.quantoracle.dev/v1/options/implied-vol","method":"POST","headers":{},"bodySchema":{"type":"object","properties":{"K":{"type":"number","title":"K","description":"Strike price","exclusiveMinimum":0},"S":{"type":"number","title":"S","description":"Spot price of the underlying asset","exclusiveMinimum":0},"T":{"type":"number","title":"T","description":"Time to expiration in years","exclusiveMinimum":0},"q":{"type":"number","title":"Q","default":0,"description":"Continuous dividend yield"},"r":{"type":"number","title":"R","default":0.05,"description":"Risk-free interest rate (annualized)"},"type":{"enum":["call","put"],"type":"string","title":"Type","default":"call","description":"Option type"},"market_price":{"type":"number","title":"Market Price","description":"Observed market price of the option","exclusiveMinimum":0}}},"responseSchema":null,"example":{"request":{"K":155,"S":150,"T":0.25,"q":0,"r":0.05,"type":"call","market_price":5.2},"response":{"ms":17.4,"_meta":{"url":"https://quantoracle.dev","docs":"https://api.quantoracle.dev/docs","calculator":"https://quantoracle.dev/implied-volatility-calculator","powered_by":"QuantOracle"},"iterations":4,"model_price":5.2,"market_price":5.2,"annualized_pct":21.93,"implied_volatility":0.219258}},"exampleRequest":{"K":155,"S":150,"T":0.25,"q":0,"r":0.05,"type":"call","market_price":5.2},"tags":["x402"],"displayCostAmount":"0.005","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":"$0.005/call","primary":{"kind":"static","protocol":"x402","network":"base","amountUsd":"0.005","per":"call","confidence":"exact"},"accepted":[{"kind":"static","protocol":"x402","network":"base","amountUsd":"0.005","per":"call","confidence":"exact"}]},"paymentMethods":[{"uid":"pm_NQzMWgoRLoOtY_WMUqlfN","protocol":"x402","methodType":"crypto","chain":"base","mode":"charge","costAmount":"0.005","costPer":"request","priority":0,"asset":"0x833589fCD6eDb6E08f4c7C32D4f71b54bdA02913","unit":"request","depositMicros":null,"planRef":null}],"brandName":null,"brandSlug":null,"brandBaseUrl":null,"brandDocsUrl":null,"whatItDoes":"Calculates the implied volatility of an options contract from its market price using iterative numerical methods","exampleAgentPrompt":"What's the implied volatility on a call option with a strike of $155, current spot at $150, 3 months to expiry, risk-free rate of 5%, no dividends, and a current market price of $5.20?","exampleUseCases":null,"resultDescription":"Returns the implied volatility as a decimal (e.g. 0.2193) and as an annualized percentage (e.g. 21.93%), along with the model-reproduced price, the observed market price, the number of solver iterations, and computation time in milliseconds.","failureModes":["Market price is outside arbitrage bounds (e.g. below intrinsic value) — solver may fail to converge","Non-positive time to expiry (T <= 0) causes undefined behavior","Extremely deep in/out of the money options may produce unstable IV estimates","Missing required fields (K, S, T, r, type, market_price) returns a validation error","Negative spot or strike price rejected as invalid input"],"whenToPreferThis":"Use this endpoint when you have an observed market option price and need to back out the implied volatility — the market's forward-looking volatility estimate. Prefer this over QuantOracle's options/price endpoint (which prices an option given known volatility) when you want to extract IV from traded prices. Ideal for volatility surface construction, relative value analysis, or comparing implied vs realized volatility.","instructions":null,"reviewSummary":null,"reviewSummaryHighlights":null,"reviewSummaryConcerns":null,"reviewSummaryGeneratedAt":null,"activationCount":0,"lastUsedAt":null,"lastSuccessfullyRanAt":null,"lastHealthCheckAt":"2026-09-15T18:48:32.269Z","isFirstParty":false}