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POST
SVI Volatility Surface Calibration

Authorizations

X-API-Key
string
header
required

API key for authentication. Get your key at https://api.fincept.in/auth/register

Body

application/json
strikes
number[]
required

Array of option strike prices from market data (e.g., [90, 95, 100, 105, 110])

market_vols
number[]
required

Corresponding market implied volatilities (annualized, e.g., [0.28, 0.24, 0.22, 0.23, 0.26])

forward
number
required

Forward price of the underlying at maturity T (F = S * exp((r-q)*T))

T
number
required

Time to maturity in years (same for all strikes in this slice)

Response

Successfully calibrated SVI model

success
boolean
Example:

true

data
object
Example: