Options

Risk-neutral PDF/CDF (per expiry)

Breeden-Litzenberger probability density derived from option prices. Returns PDF, normalized PDF, CDF (above and below spot), and distribution stats (mean, std, mode, skew, kurtosis, 25/50/75 percentile prices) per expiry.

Filters:

  • expiry — slice to a single expiry token (case-insensitive).
  • dte_max — drop expiries with DTE > dte_max so near-term clients can avoid carrying the long tail.
  • confidence_band — when set to 0.68 or 0.95 (the most common choices), each expiry payload gets a confidence_band object with lower / upper price levels containing that much implied probability mass, computed by interpolating the CDF.
get/options/probability/density

Request

  • Base URL: https://docs.backquant.com/v2
  • URL: https://docs.backquant.com/v2/options/probability/density
  • Auth: API key in header X-API-Key

Query parameters

symbol'BTCUSDT' | 'ETHUSDT' | 'SOLUSDT' | 'HYPEUSDT'

Trading symbol: BTCUSDT, ETHUSDT, SOLUSDT, or HYPEUSDT.

expirystring nullable

Filter to one expiry token (e.g. 28MAR25)

dte_maxinteger nullable

Drop expiries with DTE greater than this value.

confidence_bandnumber nullable

Confidence level for the implied price band, e.g. 0.68 for ≈1σ or 0.95 for ≈2σ. Adds confidence_band per expiry.

Headers

X-API-Keystring nullable

Response

Successful Response

successtrue

Changes

No recorded changes to this operation across all 1 revision of this API.