Implied Vol Surface Point

Verification note

Draft — verification pending against Unusual Whales IV surface endpoint.

Realistic wire-shaped payload a conforming producer would emit. Validates against the schema above.

{
  "underlying": "SPY",
  "strike": 615,
  "expiry": "2026-08-15",
  "side": "CALL",
  "iv": 0.146,
  "model": "BLACK_SCHOLES",
  "source": "unusualwhales",
  "as_of": "2026-07-21T20:00:00Z"
}

{
  "$schema": "https://json-schema.org/draft/2020-12/schema",
  "$id": "https://rebeltrade.com/options-schema/v0.1/data-feeds/surface.iv-point.json",
  "type": "object",
  "required": [
    "underlying",
    "strike",
    "expiry",
    "side",
    "iv",
    "as_of"
  ],
  "properties": {
    "underlying": {
      "$ref": "https://rebeltrade.com/options-schema/v0.1/types/Ticker.json"
    },
    "strike": {
      "type": "number"
    },
    "expiry": {
      "type": "string",
      "format": "date"
    },
    "side": {
      "enum": [
        "CALL",
        "PUT"
      ]
    },
    "iv": {
      "type": "number",
      "minimum": 0
    },
    "model": {
      "enum": [
        "BLACK_SCHOLES",
        "BINOMIAL",
        "BJERKSUND_STENSLAND"
      ]
    },
    "source": {
      "type": "string"
    },
    "as_of": {
      "$ref": "https://rebeltrade.com/options-schema/v0.1/types/Timestamp.json"
    }
  }
}