> ## Documentation Index
> Fetch the complete documentation index at: https://docs.activeviam.com/llms.txt
> Use this file to discover all available pages before exploring further.

# Calculate Black-Scholes implied volatility.

> Calculates implied volatility from supplied spot, forward, strike, maturity, discount factor, claim type, and option price. `Maturity` is interpreted as days using a 365-day year. This synchronous operation is read-only.



## OpenAPI

````yaml /risk-and-pricing/atoti-risk-services/apis-endpoints/openapi/openapi.mintlify.json post /api/Tradable/GetBlackScholesImpliedVol
openapi: 3.0.4
info:
  title: Derivitec Api 1.0
  version: '1.0'
servers:
  - url: https://api.riskportal.activeviam.com
security:
  - oauth2: []
  - apikey: []
tags:
  - name: AdminUser
  - name: AtotiReport
  - name: AtotiSession
  - name: BloombergOAuth
  - name: Bond
  - name: BondYieldCurvePage
  - name: BookAccess
  - name: Books
  - name: Commodity
  - name: Counterparties
  - name: Currencies
  - name: Equity
  - name: EquityDividend
  - name: EquityPage
  - name: FeatureFlag
  - name: Fx
  - name: FxPage
  - name: GroupAccess
  - name: Home
  - name: LegacyPosition
  - name: MarketData
  - name: MarketDataProvider
  - name: MarketDataProviderAccess
  - name: Meta
  - name: Notification
  - name: Organisation
  - name: PnLReport
  - name: PortfolioAccess
  - name: Portfolios
  - name: Position
  - name: PositionFilter
  - name: PricingEnvironment
  - name: PricingEnvironmentAccess
  - name: RateAsset
  - name: RateAssetPage
  - name: Report
  - name: ReportDefinition
  - name: ReportHistoryLauncherQuery
  - name: ReportLauncher
  - name: ReportQuery
  - name: ReportQueryViewUser
  - name: ReportRestriction
  - name: ReportView
  - name: RiskReport
  - name: Tradable
  - name: TradeBooking
  - name: User
  - name: VarReport
  - name: VarReportQuery
  - name: YieldCurvePage
paths:
  /api/Tradable/GetBlackScholesImpliedVol:
    post:
      tags:
        - Tradable
      summary: Calculate Black-Scholes implied volatility.
      description: >-
        Calculates implied volatility from supplied spot, forward, strike,
        maturity, discount factor, claim type, and option price. `Maturity` is
        interpreted as days using a 365-day year. This synchronous operation is
        read-only.
      operationId: GetBlackScholesImpliedVol
      requestBody:
        description: >-
          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.
        content:
          application/json-patch+json:
            schema:
              $ref: '#/components/schemas/ApiGetBlackScholesImpliedVolRequest'
          application/json:
            schema:
              $ref: '#/components/schemas/ApiGetBlackScholesImpliedVolRequest'
          text/json:
            schema:
              $ref: '#/components/schemas/ApiGetBlackScholesImpliedVolRequest'
          application/*+json:
            schema:
              $ref: '#/components/schemas/ApiGetBlackScholesImpliedVolRequest'
      responses:
        '200':
          description: >-
            Returns `ImpliedVol` on success, or `IsSuccess = false` with a
            calculation error.
          content:
            application/json:
              schema:
                $ref: '#/components/schemas/ApiGetBlackScholesImpliedVolResponse'
        '400':
          description: BadRequest
        '401':
          description: Unauthorized
        '403':
          description: Forbidden
      security:
        - oauth2: []
        - apikey: []
components:
  schemas:
    ApiGetBlackScholesImpliedVolRequest:
      required:
        - $type
      type: object
      properties:
        spot:
          type: number
          description: Spot value supplied to the implied-volatility calculation.
          format: double
        forward:
          type: number
          description: Forward value supplied to the implied-volatility calculation.
          format: double
        strike:
          type: number
          description: Option strike supplied to the implied-volatility calculation.
          format: double
        maturity:
          type: integer
          description: Option maturity measured in days.
          format: int32
        discount_factor:
          type: number
          description: Discount factor supplied to the implied-volatility calculation.
          format: double
        claim_type:
          type: string
          description: >-
            Option claim-type text understood by the implied-volatility
            calculation; allowed tokens are not constrained here.
          nullable: true
        price:
          type: number
          description: >-
            Option price whose implied volatility is requested; quotation
            convention is not defined here.
          format: double
        $type:
          type: string
          enum:
            - >-
              Derivitec.Web.Core.Tradables.ApiGetBlackScholesImpliedVolRequest,
              Derivitec.Web.Core
      additionalProperties: false
      description: Option inputs used to solve for a Black-Scholes implied volatility.
    ApiGetBlackScholesImpliedVolResponse:
      required:
        - $type
      type: object
      properties:
        is_success:
          type: boolean
          description: >-
            Whether the operation completed successfully. The default is `true`;
            error outcomes set it to `false`.
          example: true
        error_messages:
          type: array
          items:
            type: string
          description: >-
            Messages explaining operation-level failures. The collection is
            empty by default.
          nullable: true
        implied_vol:
          type: number
          description: >-
            Calculated implied-volatility value when the request succeeds; scale
            is not defined by this contract.
          format: double
        $type:
          type: string
          enum:
            - >-
              Derivitec.Web.Core.Tradables.ApiGetBlackScholesImpliedVolResponse,
              Derivitec.Web.Core
      additionalProperties: false
      description: >-
        Response envelope for an implied volatility calculated from the supplied
        option price and Black-Scholes inputs.
  securitySchemes:
    oauth2:
      type: oauth2
      description: >-
        OAuth2 access-token requested from AWS Cognito and provided as a Auth
        Bearer header
      flows:
        implicit:
          authorizationUrl: https://auth.riskportal.derivitec.com/oauth2/authorize
          scopes: {}
    apikey:
      type: apiKey
      description: API-Key requested via the site and provided as a header
      name: x-api-key
      in: header

````