{"uid":"cap_dMdz6pUkbpZoy_a08K4e2","slug":"mycelia-signal-eth-options-risk-neutral-distribution-oracle-7bbd1b37","name":"Mycelia Signal ETH Options Risk-Neutral Distribution Oracle","description":"ETH 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/eth?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_uqYVPDqJTMsvl-8wMdHAH","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 ETH risk-neutral price distributions at 12 time horizons derived via Breeden-Litzenberger from SVI implied volatility surfaces, with quantiles, directional probabilities, sigma ranges, skewness, and Ed25519-signed attestation","exampleAgentPrompt":"What does the ETH options market currently imply for the probability of a 10% or 20% move up or down, and can you give me the full risk-neutral distribution with skewness and sigma ranges across all 12 horizons, with a signed attestation I can verify?","exampleUseCases":[{"title":"ETH tail risk assessment for portfolio","prompt":"What's the current market-implied probability that ETH drops 20% or more over the next month and quarter? I need the risk-neutral distribution with skewness and signed attestation so I can document it for our risk committee."},{"title":"Options-implied ETH sentiment dashboard","prompt":"Pull the latest ETH risk-neutral price distribution from the options market — I want to see the quantiles, up/down probabilities at 10% and 20%, and skewness across all available time horizons so I can update our sentiment dashboard."},{"title":"On-chain verifiable ETH forecast for smart contract","prompt":"I need a cryptographically signed attestation of the current ETH risk-neutral price distribution from options — specifically the Breeden-Litzenberger-derived quantiles and directional probabilities — so I can feed it into an on-chain protocol that verifies Ed25519 signatures."}],"resultDescription":"A structured response containing ETH risk-neutral price distributions at 12 time horizons, each including quantile values, probability of 10% and 20% up/down moves, sigma ranges, and skewness, all derived via Breeden-Litzenberger methodology from SVI implied volatility surfaces. The entire payload is accompanied by an Ed25519-signed attestation for cryptographic verifiability.","failureModes":["Options market data unavailable or stale — distribution cannot be computed","Payment not received (x402 protocol) — endpoint returns 402 Payment Required","SVI surface fitting fails for certain horizons — partial results or error for affected horizons","Ed25519 signing service failure — response returned unsigned","Rate limiting or provider downtime — 503 or 429 response"],"whenToPreferThis":"Choose this endpoint when you need market-implied (risk-neutral) ETH price probability distributions derived rigorously from options markets via Breeden-Litzenberger, rather than model-based or historical forecasts. Ideal when you require cryptographic attestation (Ed25519) for on-chain use, compliance documentation, or agent-to-agent trust. Prefer over simpler price feeds when you need distributional information (quantiles, skewness, tail probabilities) rather than a point estimate.","instructions":null,"reviewSummary":null,"reviewSummaryHighlights":null,"reviewSummaryConcerns":null,"reviewSummaryGeneratedAt":null,"activationCount":0,"lastUsedAt":null,"lastSuccessfullyRanAt":null,"lastHealthCheckAt":"2026-10-13T12:45:25.728Z","isFirstParty":false,"canonicalSlug":"mycelia-signal-eth-options-risk-neutral-distribution-oracle-7bbd1b37"}