Implied volatility solver API

Back out the Black-Scholes implied volatility from an option's market price and terms (Newton-Raphson with a bisection fallback). The inverse of finance/black-scholes; pure compute, deterministic. Answers 'implied vol from this option price', 'IV for a call trading at P', 'what volatility does this price imply'.

Price$0.03per request

MethodPOST

Route/v1/finance/implied-vol

StatusLive

MIME typeapplication/json

Rate limit120/minute

CacheNo cache

financeimplied-volatilityoptionsblack-scholesivderivativesquantpricing

API URLhttps://x402.hexl.dev/v1/finance/implied-vol

Integration docs

Example request

{
  "price": 10.45,
  "spot": 100,
  "strike": 100,
  "timeToExpiry": 0.5,
  "rate": 0.05,
  "type": "call"
}

Example response

{
  "impliedVolatility": 0.3,
  "impliedVolPct": 30,
  "inputs": {
    "price": 10.45,
    "spot": 100,
    "strike": 100,
    "timeToExpiry": 0.5,
    "rate": 0.05,
    "type": "call"
  },
  "model": "Black-Scholes-Merton"
}

Input schema

{
  "type": "object",
  "required": [
    "price",
    "spot",
    "strike",
    "timeToExpiry",
    "rate",
    "type"
  ],
  "properties": {
    "price": {
      "type": "number",
      "examples": [
        10.5
      ]
    },
    "spot": {
      "type": "number",
      "examples": [
        100
      ]
    },
    "strike": {
      "type": "number",
      "examples": [
        100
      ]
    },
    "timeToExpiry": {
      "type": "number",
      "examples": [
        0.5
      ]
    },
    "rate": {
      "type": "number",
      "examples": [
        0.05
      ]
    },
    "type": {
      "type": "string",
      "enum": [
        "call",
        "put"
      ]
    },
    "dividendYield": {
      "type": "number",
      "default": 0
    }
  }
}

Output schema

{
  "type": "object",
  "additionalProperties": true
}