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POST
/
quantlib
/
volatility
/
surface
/
total-variance
Total Variance from Surface
curl --request POST \
  --url https://api.fincept.in/quantlib/volatility/surface/total-variance \
  --header 'Content-Type: application/json' \
  --header 'X-API-Key: <api-key>' \
  --data '
{
  "expiries": [
    0.25,
    0.5,
    1
  ],
  "strikes": [
    90,
    95,
    100,
    105,
    110
  ],
  "vol_matrix": [
    [
      0.28,
      0.26,
      0.24,
      0.25,
      0.27
    ],
    [
      0.27,
      0.25,
      0.23,
      0.24,
      0.26
    ],
    [
      0.26,
      0.24,
      0.22,
      0.23,
      0.25
    ]
  ],
  "query_expiry": 0.5,
  "query_strike": 100
}
'
{
  "success": true,
  "data": {
    "total_variance": 0.026245,
    "expiry": 0.5,
    "strike": 100
  }
}

Authorizations

​
X-API-Key
string
header
required

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

Body

application/json
​
expiries
number[]
required

Array of expiry times in years

Minimum array length: 2
Example:
[0.25, 0.5, 1]
​
strikes
number[]
required

Array of strike prices

Minimum array length: 2
Example:
[90, 95, 100, 105, 110]
​
vol_matrix
number[][]
required

2D volatility matrix [expiry_index][strike_index]

Example:
[
  [0.28, 0.26, 0.24, 0.25, 0.27],
  [0.27, 0.25, 0.23, 0.24, 0.26],
  [0.26, 0.24, 0.22, 0.23, 0.25]
]
​
query_expiry
number
required

Expiry time in years for the query

Required range: x >= 0
Example:

0.5

​
query_strike
number
required

Strike price for the query

Required range: x >= 0
Example:

100

Response

Successful Response

​
success
boolean
Example:

true

​
data
object