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POST
/
quantlib
/
solver
/
finance
/
implied-vol
Calculate Black-Scholes Implied Volatility
curl --request POST \
  --url https://finceptbackend.share.zrok.io/quantlib/solver/finance/implied-vol \
  --header 'Content-Type: application/json' \
  --header 'X-API-Key: <api-key>' \
  --data '
{
  "price": 10.5,
  "spot": 100,
  "strike": 105,
  "time": 0.5,
  "rate": 0.05,
  "dividend_yield": 0.02,
  "option_type": "call"
}
'
{
  "success": true,
  "data": {
    "implied_volatility": 0.25,
    "option_type": "call"
  }
}

Authorizations

​
X-API-Key
string
header
required

API key for authentication. Get your key at https://finceptbackend.share.zrok.io/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