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Agent402 UK Black-Scholes Options Pricer
x402
Agent402 UK Black-Scholes Options Pricer is a paid API for AI agents from agent402.co.uk, paid per call via x402, $0.002/call, status down (last checked 2026-10-12).
Computes exact closed-form Black-Scholes price and Greeks (delta, gamma) for a European call or put option given spot, strike, time to expiry, risk-free rate, and volatility.
Price / call$0.002
Success—
StatusDown
How this service works
Don't burn tokens on deterministic work. Go/no-go jobs first: payout preflight, text firewall (PII/secrets), budget check — then rails, calendars, finmath. x402 USDC on Base. UK + global. agent402.co.uk — not agent402.tools. $0.001–$0.002 USDC on Base. No API keys.
Output
Returns a JSON object containing the option type ('call' or 'put'), the exact closed-form Black-Scholes theoretical price, and Greeks including delta (sensitivity of price to spot) and gamma (rate of change of delta). Example: {type: 'call', price: 10.45, greeks: {delta: 0.637, gamma: 0.019}}.
Example use cases
Delta-hedge ratio for a put
“I need the exact Black-Scholes price and delta for a put option: spot is $200, strike is $195, 0.25 years to expiry, risk-free rate 4.5%, and vol of 25%. Give me the closed-form result, not an LLM estimate.”
Pre-trade option fair value check
“Before I place this trade, can you compute the Black-Scholes fair value of a call option — spot $3500, strike $3600, 90 days to expiry (that's 0.247 years), risk-free rate 5.25%, volatility 18%?”
Gamma risk assessment at earnings
“What's the gamma on a call option with spot $80, strike $80, 1 week to expiry (0.019 years), rate 5%, and implied vol spiked to 60%? I want the exact Black-Scholes number to assess pin risk.”
Technical details
Endpoint
POSThttps://agent402.co.uk/v1/math/black-scholes?utm_source=zero.xyzWhen to prefer
Prefer this endpoint whenever an AI agent needs mathematically exact Black-Scholes option pricing and Greeks rather than an LLM approximation. Ideal for quant workflows, delta-hedging calculations, pre-trade fair value checks, risk management, and any scenario where numerical precision matters. Use over LLM estimation whenever S, K, T, r, and sigma are all known quantities.
Side effects
- Missing required inputs (S, K, T, r, sigma) — likely returns 400 or validation error
- Negative time to expiry (T ≤ 0) — mathematically undefined, may return error or NaN
- Sigma of zero — results in degenerate pricing (deep ITM/OTM binary outcome); may error
- Incorrect option type string (not 'call' or 'put') — likely returns validation error
- Payment failure (x402 protocol) — 402 Payment Required if USDC payment not attached
Input
Schema · Request body
| Field | Type | Description |
|---|---|---|
| K | number | Strike |
| S | number | Spot |
| T | number | Years to expiry |
| r | number | Risk-free rate |
| type | string | call | put |
| sigma | number | Volatility |
Output
Schema · Response
{
"type": "json",
"example": {
"type": "call",
"price": 10.45058357218556,
"greeks": {
"delta": 0.6368306511756191,
"gamma": 0.0187620173458469
}
}
}Tags
x402
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