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POST
Calculate Black-Scholes implied volatility.

Authorizations

Authorization
string
header
required

OAuth2 access-token requested from AWS Cognito and provided as a Auth Bearer header

Body

JSON request with Spot, Forward, Strike, Price, and DiscountFactor in mutually consistent price or discount units; integer Maturity in days; and string ClaimType (existing examples use C). Positive ranges, arbitrage bounds, and the accepted claim-type set are not specified here.

Option inputs used to solve for a Black-Scholes implied volatility.

$type
enum<string>
required
Available options:
Derivitec.Web.Core.Tradables.ApiGetBlackScholesImpliedVolRequest, Derivitec.Web.Core
spot
number<double>

Spot value supplied to the implied-volatility calculation.

forward
number<double>

Forward value supplied to the implied-volatility calculation.

strike
number<double>

Option strike supplied to the implied-volatility calculation.

maturity
integer<int32>

Option maturity measured in days.

discount_factor
number<double>

Discount factor supplied to the implied-volatility calculation.

claim_type
string | null

Option claim-type text understood by the implied-volatility calculation; allowed tokens are not constrained here.

price
number<double>

Option price whose implied volatility is requested; quotation convention is not defined here.

Response

Returns ImpliedVol on success, or IsSuccess = false with a calculation error.

Response envelope for an implied volatility calculated from the supplied option price and Black-Scholes inputs.

$type
enum<string>
required
Available options:
Derivitec.Web.Core.Tradables.ApiGetBlackScholesImpliedVolResponse, Derivitec.Web.Core
is_success
boolean

Whether the operation completed successfully. The default is true; error outcomes set it to false.

Example:

true

error_messages
string[] | null

Messages explaining operation-level failures. The collection is empty by default.

implied_vol
number<double>

Calculated implied-volatility value when the request succeeds; scale is not defined by this contract.