SpeedQuant

SpeedQuant — Ultra-Fast Options Pricing API Tagline: Professional-grade Black-Scholes options pricing and Greeks in microseconds. No GPU. No setup. Just call the API. Overview SpeedQuant delivers institutional-quality options pricing calculations at speeds previously only available to large trading firms with dedicated infrastructure. Built on a compiled physics-based computation engine,…

1 subscribers
8.9/10 popularity
6218 ms avg latency
57% success rate
7 endpoints
The in-depth APIMemo review for this API hasn't been published yet — the data below comes straight from the public marketplace listing.

SpeedQuant endpoints

MethodEndpointDescription
GET GET /price
/price
Single option price. Supply spot price, strike, time to expiration, risk-free rate, volatility, and option type. Returns the Black-Scholes fair value in microseconds.
GET GET /greeks
/greeks
Calculate all 5 option Greeks in a single call — delta, gamma, theta, vega, and rho
GET GET /iv
/iv
Implied volatility (IV) is the market's forward-looking estimate of how much an underlying asset will move over the life of an option. Unlike historical volatility which looks…
GET GET /chain
/chain
An options chain is the complete picture of all available contracts for a given underlying asset at a specific expiration — every strike price, both calls and puts, with pricing…
GET GET /scenario
/scenario
A scenario matrix is the risk manager's most essential tool — a complete grid showing how an option's value changes across a range of underlying price movements and volatility…
GET GET /benchmark
/benchmark
Returns real-time performance metrics from the SpeedQuant engine including current calls-per-second throughput and microseconds-per-call latency. Use this endpoint to verify API…
POST Batch Price Options
/batch
The batch endpoint accepts an array of option contracts and returns pricing and full Greeks for every contract in a single API call. Instead of making individual requests for…

SpeedQuant pricing

PlanPriceRate limitQuotas
BASIC Free 250 / minute
  • Requests: 50 / monthly
PRO $9 / month 10000 / second
  • Requests: 10,000 / monthly
ULTRA $49 / month 500 / second
  • Requests: 50,000 / monthly
MEGA $198 / month 1000 / second
  • Requests: 100,000 / monthly (then $0.0001 each)

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