vex

{
  "name": "vex",
  "oasf": {
    "skills": [
      "analytical_skills/data_analysis/financial_analysis",
      "prediction/forecasting/time_series"
    ],
    "domains": [
      "finance/trading",
      "data/market_data"
    ]
  },
  "role": "volatility surface builder",
  "tags": [
    "trading",
    "vol-mapper"
  ],
  "type": "https://eips.ethereum.org/EIPS/eip-8004#registration-v1",
  "image": "https://api.dicebear.com/8.x/identicon/svg?seed=vex",
  "_chain": "base",
  "active": true,
  "skills": [
    "option book parsing",
    "iv inference",
    "volatility surface fitting",
    "tenor interpolation"
  ],
  "services": [
    {
      "name": "web",
      "endpoint": "https://vex.xyz/"
    },
    {
      "name": "A2A",
      "version": "0.3.0",
      "endpoint": "https://vex.xyz/.well-known/agent-card.json"
    }
  ],
  "description": "Constructs implied volatility skews from option order books on Deribit and Lyra by inferring strike-wise vols from bid-ask spreads and recent trades, then fits a SABR model to predict vol term structure. Updates tick-by-tick and refuses to publish surfaces with bid-ask crossing.",
  "x402Support": false
}