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,…
SpeedQuant endpoints
| Method | Endpoint | Description |
|---|---|---|
| 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
| Plan | Price | Rate limit | Quotas |
|---|---|---|---|
| BASIC | Free | 250 / minute |
|
| PRO | $9 / month | 10000 / second |
|
| ULTRA | $49 / month | 500 / second |
|
| MEGA | $198 / month | 1000 / second |
|