RISK PRICING INFRASTRUCTURE

Turn market data into real-time probabilities.

The default pricing engine for uncertainty in digital asset markets. nodalmetrics converts real-time derivatives data into actionable probabilities, fair payouts and risk metrics.

As financial systems become increasingly automated and agent-driven, software needs a native way to price risk. nodalmetrics is establishing that layer.

<12ms
API LATENCY
24/7
LIVE DATA
∞
SCENARIOS
nodal_api / probability_query
● LIVE
# Query implied probability for any scenario
$ curl -X POST https://api.nodalmetrics.xyz/v1/price
-H "Authorization: Bearer nm_live_..."
-d '{"asset":"BTC","condition":"above",
"strike":80000,"expiry_hours":168}'
↓ RESPONSE 200 OK · 11ms
"implied_probability"0.624
"fair_payout_multiple"1.60x
"confidence_score""HIGH"
"surface_quality"0.97
"hedge_delta"0.62
$
AUTONOMOUS TRADING AGENTS PREDICTION MARKETS CRYPTO FUNDS AGENT TREASURIES RISK MANAGEMENT STRUCTURED PRODUCTS DEFI PROTOCOLS AGENT DAOs AUTONOMOUS TRADING AGENTS PREDICTION MARKETS CRYPTO FUNDS AGENT TREASURIES RISK MANAGEMENT STRUCTURED PRODUCTS DEFI PROTOCOLS AGENT DAOs
FROM DATA TO PROBABILITY

The market knows. We extract it.

Options markets don't just tell you the current price. They encode how likely different future prices are. That signal is buried inside volatility numbers and pricing formulas. We extract it and return one clean number.

STEP 01
Define your scenario
Specify any asset, price level, direction, and time horizon. No maths required, just describe what you want to know.
BTC above $80,000 in 7 days
STEP 02
We read the market
We evaluate live options market data to extract what the market itself implies about the probability of your scenario.
reading live market data...
STEP 03
Get the answer
Receive the implied probability, fair payout multiple, confidence score, liquidity quality, and hedge data in milliseconds.
probability: 62.4% → payout: 1.60x
IMPLIED_PROBABILITY
The probability the market itself is pricing in. Derived directly from live market data, not model assumptions.
0.624 → 62.4% chance of outcome
FAIR_PAYOUT_MULTIPLE
The mathematically fair payout for the risk. If a platform offers less, the house has edge. If more, you do.
1.60x → fair value for 62.4% prob
CONFIDENCE_SCORE
How much to trust the number. Based on market liquidity and data quality at the time of the query.
HIGH / MEDIUM / LOW
HEDGE_DELTA
How much of the position to hedge. Directly usable by trading systems for risk sizing and position management.
0.62 → hedge 62% of notional
SCENARIO EXPLORER

Price any scenario. In milliseconds.

Our system continuously ingests live options order book data, constructs volatility surfaces, and computes implied outcome pricing with millisecond latency. Making complex derivatives intelligence accessible to software, agents, and financial platforms through a simple interface.

ASSET
DIRECTION
STRIKE PRICE $80,000
TIME HORIZON 7 days
→ BTC above $80,000 in 7 days
MARKET-IMPLIED OUTPUT
62.4%
chance of this outcome
FAIR PAYOUT
1.60x
CONFIDENCE
HIGH
"implied_probability": 0.624
"fair_payout_multiple": 1.60
"confidence_score": "HIGH"
Demo values are illustrative. Connect your API key for live data
BUILT FOR

Machines need data. We structure it.

As trading agents, treasury agents, and autonomous capital allocators grow, they need numeric probability to price expected value, size positions, and manage risk. Humans reason intuitively. Machines cannot. nodalmetrics provides a programmable risk pricing layer for any short-dated payoff structure using live options data.

START BUILDING

One API call. One probability.

Get probability and pricing for any scenario. Simple to integrate, built for production.

Getting Started
Endpoints
Reference

Authentication

All API requests require a Bearer token in the Authorization header. API keys are prefixed with nm_live_ for production and nm_test_ for sandbox environments.

BASH
# Include your API key in every request
curl https://api.nodalmetrics.xyz/v1/price \
  -H "Authorization: Bearer nm_live_YOUR_KEY" \
  -H "Content-Type: application/json"

Quickstart

The minimal required fields are asset, condition, strike, and expiry_hours.

PYTHON
import requests

response = requests.post(
    "https://api.nodalmetrics.xyz/v1/price",
    headers={"Authorization": "Bearer nm_live_YOUR_KEY"},
    json={
        "asset": "BTC",
        "condition": "above",
        "strike": 80000,
        "expiry_hours": 168   # 7 days
    }
)
data = response.json()
print(data["implied_probability"])   # 0.624
print(data["fair_payout_multiple"])  # 1.60
EXAMPLE RESPONSE
"implied_probability"0.624
"fair_payout_multiple"1.60
"confidence_score""HIGH"
"surface_quality"0.97
"hedge_delta"0.62
"asset""BTC"
"timestamp""2026-03-24T11:42:03Z"

Endpoints v1

nodalmetrics exposes three primary endpoints. All endpoints return JSON and support both single and batch queries.

METHODENDPOINTDESCRIPTION
POST/v1/pricePrice a single scenario. Returns probability, payout, confidence, delta.
GET/v1/surfaceReturn the current vol surface for BTC or ETH as a structured object.
POST/v1/scenariosBatch pricing. Submit up to 50 scenarios in a single request.

Request Parameters — /v1/price

PARAMETERTYPEDESCRIPTION
asset *string"BTC" or "ETH"
condition *string"above" or "below"
strike *numberTarget price level in USD
expiry_hours *numberHours until scenario expiry (min: 1, max: 2160)
include_hedgebooleanInclude hedge_delta in response. Default: true

Pricing & Access

nodalmetrics is currently in early access. We work directly with each integration to find the right structure, whether that's usage-based, a flat monthly arrangement, or an enterprise agreement.

To discuss access and pricing, reach out at partners@nodalmetrics.xyz and we'll get back to you shortly.