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POST
Calculate Black-Scholes Implied Volatility

Authorizations

X-API-Key
string
header
required

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

Body

application/json
price
number
required

Market price of the option

Example:

10.5

spot
number
required

Current underlying asset price

Example:

100

strike
number
required

Option strike price

Example:

105

time
number
required

Time to expiry in years

Example:

0.5

rate
number
required

Risk-free interest rate as a decimal

Example:

0.05

dividend_yield
number
default:0

Continuous dividend yield as a decimal

Example:

0.02

option_type
enum<string>
default:call

Type of option

Available options:
call,
put
Example:

"call"

Response

Successful Response

success
boolean
Example:

true

data
object