iv-surface
Compute the implied-volatility cross-section for one underlying at a single instant, across strikes and expiries, for crypto or equity markets, from a timestamp and optional rate.
Instructions
Implied-volatility cross-section for an underlying at one instant.
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| rate | No | Annual risk-free rate as a decimal fraction (0.0546 is 5.46 %), CONTINUOUSLY compounded. Not the same convention as the `risk_free_rate` column that `spot-future-basis` and `funding-apr` emit: that is a US Treasury par yield, which is simple/bond-equivalent. Convert with r_cont = ln(1 + r_simple). | |
| at_ns | Yes | ||
| underlying | Yes | ||
| asset_class | Yes | Which market answers. Required: this tool has an implementation for each of these and no symbol parameter to infer one from. |