Volatility Smile
curl --request POST \
--url https://api.fincept.in/quantlib/volatility/surface/smile \
--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_strikes": [
92,
97,
102,
107
]
}
'import requests
url = "https://api.fincept.in/quantlib/volatility/surface/smile"
payload = {
"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_strikes": [92, 97, 102, 107]
}
headers = {
"X-API-Key": "<api-key>",
"Content-Type": "application/json"
}
response = requests.post(url, json=payload, headers=headers)
print(response.text)const options = {
method: 'POST',
headers: {'X-API-Key': '<api-key>', 'Content-Type': 'application/json'},
body: JSON.stringify({
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_strikes: [92, 97, 102, 107]
})
};
fetch('https://api.fincept.in/quantlib/volatility/surface/smile', options)
.then(res => res.json())
.then(res => console.log(res))
.catch(err => console.error(err));<?php
$curl = curl_init();
curl_setopt_array($curl, [
CURLOPT_URL => "https://api.fincept.in/quantlib/volatility/surface/smile",
CURLOPT_RETURNTRANSFER => true,
CURLOPT_ENCODING => "",
CURLOPT_MAXREDIRS => 10,
CURLOPT_TIMEOUT => 30,
CURLOPT_HTTP_VERSION => CURL_HTTP_VERSION_1_1,
CURLOPT_CUSTOMREQUEST => "POST",
CURLOPT_POSTFIELDS => json_encode([
'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_strikes' => [
92,
97,
102,
107
]
]),
CURLOPT_HTTPHEADER => [
"Content-Type: application/json",
"X-API-Key: <api-key>"
],
]);
$response = curl_exec($curl);
$err = curl_error($curl);
curl_close($curl);
if ($err) {
echo "cURL Error #:" . $err;
} else {
echo $response;
}package main
import (
"fmt"
"strings"
"net/http"
"io"
)
func main() {
url := "https://api.fincept.in/quantlib/volatility/surface/smile"
payload := strings.NewReader("{\n \"expiries\": [\n 0.25,\n 0.5,\n 1\n ],\n \"strikes\": [\n 90,\n 95,\n 100,\n 105,\n 110\n ],\n \"vol_matrix\": [\n [\n 0.28,\n 0.26,\n 0.24,\n 0.25,\n 0.27\n ],\n [\n 0.27,\n 0.25,\n 0.23,\n 0.24,\n 0.26\n ],\n [\n 0.26,\n 0.24,\n 0.22,\n 0.23,\n 0.25\n ]\n ],\n \"query_expiry\": 0.5,\n \"query_strikes\": [\n 92,\n 97,\n 102,\n 107\n ]\n}")
req, _ := http.NewRequest("POST", url, payload)
req.Header.Add("X-API-Key", "<api-key>")
req.Header.Add("Content-Type", "application/json")
res, _ := http.DefaultClient.Do(req)
defer res.Body.Close()
body, _ := io.ReadAll(res.Body)
fmt.Println(string(body))
}HttpResponse<String> response = Unirest.post("https://api.fincept.in/quantlib/volatility/surface/smile")
.header("X-API-Key", "<api-key>")
.header("Content-Type", "application/json")
.body("{\n \"expiries\": [\n 0.25,\n 0.5,\n 1\n ],\n \"strikes\": [\n 90,\n 95,\n 100,\n 105,\n 110\n ],\n \"vol_matrix\": [\n [\n 0.28,\n 0.26,\n 0.24,\n 0.25,\n 0.27\n ],\n [\n 0.27,\n 0.25,\n 0.23,\n 0.24,\n 0.26\n ],\n [\n 0.26,\n 0.24,\n 0.22,\n 0.23,\n 0.25\n ]\n ],\n \"query_expiry\": 0.5,\n \"query_strikes\": [\n 92,\n 97,\n 102,\n 107\n ]\n}")
.asString();require 'uri'
require 'net/http'
url = URI("https://api.fincept.in/quantlib/volatility/surface/smile")
http = Net::HTTP.new(url.host, url.port)
http.use_ssl = true
request = Net::HTTP::Post.new(url)
request["X-API-Key"] = '<api-key>'
request["Content-Type"] = 'application/json'
request.body = "{\n \"expiries\": [\n 0.25,\n 0.5,\n 1\n ],\n \"strikes\": [\n 90,\n 95,\n 100,\n 105,\n 110\n ],\n \"vol_matrix\": [\n [\n 0.28,\n 0.26,\n 0.24,\n 0.25,\n 0.27\n ],\n [\n 0.27,\n 0.25,\n 0.23,\n 0.24,\n 0.26\n ],\n [\n 0.26,\n 0.24,\n 0.22,\n 0.23,\n 0.25\n ]\n ],\n \"query_expiry\": 0.5,\n \"query_strikes\": [\n 92,\n 97,\n 102,\n 107\n ]\n}"
response = http.request(request)
puts response.read_body{
"success": true,
"data": {
"expiry": 0.5,
"smile": [
{
"strike": 92,
"volatility": 0.262
},
{
"strike": 97,
"volatility": 0.244
},
{
"strike": 102,
"volatility": 0.236
},
{
"strike": 107,
"volatility": 0.249
}
]
}
}{
"detail": "Invalid API key"
}{
"detail": "Endpoint requires Standard tier or higher"
}{
"detail": [
{
"loc": [
"body",
"volatility"
],
"msg": "field required",
"type": "value_error.missing"
}
]
}quantlib-volatility
Volatility Smile
Extract the volatility smile (volatility vs strike) for a specific expiry from a volatility surface. Returns interpolated volatilities for multiple strike points at a single expiry. Essential for analyzing skew, pricing options across strikes, and understanding market expectations of future price distributions. [Tier: PRO, Credits: 5]
POST
/
quantlib
/
volatility
/
surface
/
smile
Volatility Smile
curl --request POST \
--url https://api.fincept.in/quantlib/volatility/surface/smile \
--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_strikes": [
92,
97,
102,
107
]
}
'import requests
url = "https://api.fincept.in/quantlib/volatility/surface/smile"
payload = {
"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_strikes": [92, 97, 102, 107]
}
headers = {
"X-API-Key": "<api-key>",
"Content-Type": "application/json"
}
response = requests.post(url, json=payload, headers=headers)
print(response.text)const options = {
method: 'POST',
headers: {'X-API-Key': '<api-key>', 'Content-Type': 'application/json'},
body: JSON.stringify({
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_strikes: [92, 97, 102, 107]
})
};
fetch('https://api.fincept.in/quantlib/volatility/surface/smile', options)
.then(res => res.json())
.then(res => console.log(res))
.catch(err => console.error(err));<?php
$curl = curl_init();
curl_setopt_array($curl, [
CURLOPT_URL => "https://api.fincept.in/quantlib/volatility/surface/smile",
CURLOPT_RETURNTRANSFER => true,
CURLOPT_ENCODING => "",
CURLOPT_MAXREDIRS => 10,
CURLOPT_TIMEOUT => 30,
CURLOPT_HTTP_VERSION => CURL_HTTP_VERSION_1_1,
CURLOPT_CUSTOMREQUEST => "POST",
CURLOPT_POSTFIELDS => json_encode([
'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_strikes' => [
92,
97,
102,
107
]
]),
CURLOPT_HTTPHEADER => [
"Content-Type: application/json",
"X-API-Key: <api-key>"
],
]);
$response = curl_exec($curl);
$err = curl_error($curl);
curl_close($curl);
if ($err) {
echo "cURL Error #:" . $err;
} else {
echo $response;
}package main
import (
"fmt"
"strings"
"net/http"
"io"
)
func main() {
url := "https://api.fincept.in/quantlib/volatility/surface/smile"
payload := strings.NewReader("{\n \"expiries\": [\n 0.25,\n 0.5,\n 1\n ],\n \"strikes\": [\n 90,\n 95,\n 100,\n 105,\n 110\n ],\n \"vol_matrix\": [\n [\n 0.28,\n 0.26,\n 0.24,\n 0.25,\n 0.27\n ],\n [\n 0.27,\n 0.25,\n 0.23,\n 0.24,\n 0.26\n ],\n [\n 0.26,\n 0.24,\n 0.22,\n 0.23,\n 0.25\n ]\n ],\n \"query_expiry\": 0.5,\n \"query_strikes\": [\n 92,\n 97,\n 102,\n 107\n ]\n}")
req, _ := http.NewRequest("POST", url, payload)
req.Header.Add("X-API-Key", "<api-key>")
req.Header.Add("Content-Type", "application/json")
res, _ := http.DefaultClient.Do(req)
defer res.Body.Close()
body, _ := io.ReadAll(res.Body)
fmt.Println(string(body))
}HttpResponse<String> response = Unirest.post("https://api.fincept.in/quantlib/volatility/surface/smile")
.header("X-API-Key", "<api-key>")
.header("Content-Type", "application/json")
.body("{\n \"expiries\": [\n 0.25,\n 0.5,\n 1\n ],\n \"strikes\": [\n 90,\n 95,\n 100,\n 105,\n 110\n ],\n \"vol_matrix\": [\n [\n 0.28,\n 0.26,\n 0.24,\n 0.25,\n 0.27\n ],\n [\n 0.27,\n 0.25,\n 0.23,\n 0.24,\n 0.26\n ],\n [\n 0.26,\n 0.24,\n 0.22,\n 0.23,\n 0.25\n ]\n ],\n \"query_expiry\": 0.5,\n \"query_strikes\": [\n 92,\n 97,\n 102,\n 107\n ]\n}")
.asString();require 'uri'
require 'net/http'
url = URI("https://api.fincept.in/quantlib/volatility/surface/smile")
http = Net::HTTP.new(url.host, url.port)
http.use_ssl = true
request = Net::HTTP::Post.new(url)
request["X-API-Key"] = '<api-key>'
request["Content-Type"] = 'application/json'
request.body = "{\n \"expiries\": [\n 0.25,\n 0.5,\n 1\n ],\n \"strikes\": [\n 90,\n 95,\n 100,\n 105,\n 110\n ],\n \"vol_matrix\": [\n [\n 0.28,\n 0.26,\n 0.24,\n 0.25,\n 0.27\n ],\n [\n 0.27,\n 0.25,\n 0.23,\n 0.24,\n 0.26\n ],\n [\n 0.26,\n 0.24,\n 0.22,\n 0.23,\n 0.25\n ]\n ],\n \"query_expiry\": 0.5,\n \"query_strikes\": [\n 92,\n 97,\n 102,\n 107\n ]\n}"
response = http.request(request)
puts response.read_body{
"success": true,
"data": {
"expiry": 0.5,
"smile": [
{
"strike": 92,
"volatility": 0.262
},
{
"strike": 97,
"volatility": 0.244
},
{
"strike": 102,
"volatility": 0.236
},
{
"strike": 107,
"volatility": 0.249
}
]
}
}{
"detail": "Invalid API key"
}{
"detail": "Endpoint requires Standard tier or higher"
}{
"detail": [
{
"loc": [
"body",
"volatility"
],
"msg": "field required",
"type": "value_error.missing"
}
]
}Authorizations
API key for authentication. Get your key at https://api.fincept.in/auth/register
Body
application/json
Array of expiry times in years
Minimum array length:
2Example:
[0.25, 0.5, 1]
Array of strike prices
Minimum array length:
2Example:
[90, 95, 100, 105, 110]
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] ]
Expiry time for which to extract the smile
Required range:
x >= 0Example:
0.5
Array of strikes at which to evaluate the smile
Minimum array length:
1Example:
[92, 97, 102, 107]
⌘I
