{"uid":"cap_hIYkYAje9YMq4hQIT8Bzb","slug":"api-quantoracle-dev-b020a13b","name":"QuantOracle Option Chain Analysis","description":"QuantOracle: derivatives/option-chain-analysis","url":"https://api.quantoracle.dev/v1/derivatives/option-chain-analysis","method":"POST","headers":{},"bodySchema":{"type":"object","properties":{"T":{"type":"number","title":"T","default":0.0833,"description":"Time to expiration in years"},"r":{"type":"number","title":"R","default":0.05,"description":"Risk-free interest rate"},"spot":{"type":"number","title":"Spot","description":"Current spot price of the underlying"},"chain":{"type":"array","items":{"type":"object","title":"ChainEntry","required":["strike"],"properties":{"put_oi":{"type":"integer","title":"Put Oi","default":0,"description":"Put open interest"},"strike":{"type":"number","title":"Strike","description":"Strike price"},"call_oi":{"type":"integer","title":"Call Oi","default":0,"description":"Call open interest"},"put_ask":{"type":"number","title":"Put Ask","default":0,"description":"Put ask price"},"put_bid":{"type":"number","title":"Put Bid","default":0,"description":"Put bid price"},"call_ask":{"type":"number","title":"Call Ask","default":0,"description":"Call ask price"},"call_bid":{"type":"number","title":"Call Bid","default":0,"description":"Call bid price"},"put_volume":{"type":"integer","title":"Put Volume","default":0,"description":"Put volume"},"call_volume":{"type":"integer","title":"Call Volume","default":0,"description":"Call volume"}}},"title":"Chain","description":"Array of option chain entries"}}},"responseSchema":null,"example":{"request":{"spot":100,"chain":[{"ask":3.5,"bid":3,"type":"call","strike":105,"expiration":"2025-01-17"},{"ask":3,"bid":2.5,"type":"put","strike":95,"expiration":"2025-01-17"}]},"response":{"ms":14.68,"_meta":{"url":"https://quantoracle.dev","docs":"https://api.quantoracle.dev/docs","powered_by":"QuantOracle"},"total_oi":0,"skew_metric":0,"total_volume":0,"atm_iv_approx":0,"max_pain_strike":105,"put_call_ratio_oi":0,"put_call_ratio_volume":0,"volume_weighted_strike":100}},"exampleRequest":{"spot":100,"chain":[{"ask":3.5,"bid":3,"type":"call","strike":105,"expiration":"2025-01-17"},{"ask":3,"bid":2.5,"type":"put","strike":95,"expiration":"2025-01-17"}]},"tags":["x402"],"displayCostAmount":"0.015","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":"$0.015/call","primary":{"kind":"static","protocol":"x402","network":"base","amountUsd":"0.015","per":"call","confidence":"exact"},"accepted":[{"kind":"static","protocol":"x402","network":"base","amountUsd":"0.015","per":"call","confidence":"exact"}]},"paymentMethods":[{"uid":"pm_nbBhYJXZVoP2TicqrliHN","protocol":"x402","methodType":"crypto","chain":"base","mode":"charge","costAmount":"0.015","costPer":"request","priority":0,"asset":"0x833589fCD6eDb6E08f4c7C32D4f71b54bdA02913","unit":"request","depositMicros":null,"planRef":null}],"brandName":null,"brandSlug":null,"brandBaseUrl":null,"brandDocsUrl":null,"whatItDoes":"Analyzes an options chain for a given underlying asset, computing Greeks, implied volatility surface, and pricing metrics across strikes and expirations","exampleAgentPrompt":"Run a full option chain analysis on SPY — I want implied volatility, all the Greeks across every strike, and the IV skew for expirations over the next 30 days so I can find the best covered call strikes.","exampleUseCases":null,"resultDescription":"Returns a structured breakdown of the options chain including per-strike Greeks (delta, gamma, theta, vega, rho), implied volatility for each contract, IV skew and surface metrics, open interest, bid-ask spread data, and possibly pricing anomaly signals or summary statistics across the chain.","failureModes":["Unknown or unsupported ticker symbol returns 404 or validation error","No options market data available for the requested expiration range","Malformed or missing required fields (symbol, expiration) return 400 bad request","Stale or unavailable market data results in partial or empty chain response","Insufficient payment or x402 auth failure returns 402 Payment Required"],"whenToPreferThis":"Use this endpoint when you need comprehensive multi-strike, multi-expiration options chain analysis including Greeks and IV surface in a single call, especially for quant workflows, spread selection, or volatility surface modeling. 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