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QuantOracle Put-Call Parity Checker
x402
QuantOracle Put-Call Parity Checker is a paid API for AI agents from api.quantoracle.dev, paid per call via x402, $0.002/call, status unknown (last checked 2026-09-14).
Calculates put-call parity deviation for European options, identifies arbitrage signals, and determines whether parity holds given market prices.
Price / call$0.002
Success—
StatusUnknown
How this service works
QuantOracle: derivatives/put-call-parity
Output
Returns whether put-call parity holds (boolean), the deviation and deviation percentage from theoretical parity, the theoretical put and call prices, estimated arbitrage profit, and an actionable arbitrage signal such as BUY_CALL_SELL_PUT_SELL_STOCK or equivalent, along with response latency in milliseconds.
Example use cases
Example prompt
“Check put-call parity for a European option with a $100 strike, current stock price $100, 0.5 years to expiry, 5% risk-free rate, no dividends, where the call is trading at $5.20 and the put at $3.80 — tell me if parity holds and whether there's an arbitrage signal.”
Technical details
Endpoint
POSThttps://api.quantoracle.dev/v1/derivatives/put-call-parityWhen to prefer
Use this endpoint when you need a fast, programmatic check of put-call parity for European-style options, especially to detect mispricings or arbitrage opportunities in real time. Prefer this over manual Black-Scholes calculations when you need both the theoretical prices and explicit arbitrage direction signals in a single call.
Side effects
- Missing required fields (K, S, T, r, put_price, call_price) returns a 4xx validation error
- Negative time-to-expiry (T <= 0) may cause computation errors
- Unrealistic input values (e.g. negative prices) may return unexpected results
- Network timeout if the service is unavailable
Input
{
"K": 100,
"S": 100,
"T": 0.5,
"r": 0.05,
"put_price": 3.8,
"call_price": 5.2
}Schema · Request body
| Field | Type | Description |
|---|---|---|
| K | number | Strike price |
| S | number | Spot price of the underlying |
| T | number | Time to expiration in years |
| q | number | Continuous dividend yield |
| r | number | Risk-free interest rate (annualized) |
| put_price | number | Observed put option price |
| call_price | number | Observed call option price |
Output
{
"ms": 7.86,
"_meta": {
"url": "https://quantoracle.dev",
"docs": "https://api.quantoracle.dev/docs",
"powered_by": "QuantOracle"
},
"deviation": -1.069,
"parity_holds": false,
"deviation_pct": -1.069,
"theoretical_put": 2.731,
"arbitrage_profit": 1.069,
"arbitrage_signal": "BUY_CALL_SELL_PUT_SELL_STOCK",
"theoretical_call": 6.269
}Tags
x402
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