# QuantOracle Put-Call Parity Checker

> 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.

## Facts

- Endpoint: POST https://api.quantoracle.dev/v1/derivatives/put-call-parity
- Price: $0.002/call
- Payment: x402
- Status: unknown
- Last checked: 2026-09-14
- Activations on Zero: 0
- Tags: x402
- Canonical page: https://www.zero.xyz/c/api-quantoracle-dev-a464e0ca
- Structured record (JSON): https://api.zero.xyz/v1/capabilities/cap_008KuOVYXMkcokItBHKEC

Status and success rate cover calls made through Zero and Zero's own probes. Third-party monitors may report differently.

## How to call it through Zero

Zero handles the 402 payment challenge and records the run. With the Zero CLI installed (`npm i -g @zeroxyz/cli`):

```sh
zero fetch --capability api-quantoracle-dev-a464e0ca -d '<json body>'
```

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.

## When to prefer this

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.

## Known failure modes

- 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

## 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 request

```json
{
 "K": 100,
 "S": 100,
 "T": 0.5,
 "r": 0.05,
 "put_price": 3.8,
 "call_price": 5.2
}
```

## Request schema (JSON Schema)

```json
{
 "type": "object",
 "properties": {
  "K": {
   "type": "number",
   "title": "K",
   "description": "Strike price"
  },
  "S": {
   "type": "number",
   "title": "S",
   "description": "Spot price of the underlying"
  },
  "T": {
   "type": "number",
   "title": "T",
   "description": "Time to expiration in years"
  },
  "q": {
   "type": "number",
   "title": "Q",
   "default": 0,
   "description": "Continuous dividend yield"
  },
  "r": {
   "type": "number",
   "title": "R",
   "default": 0.05,
   "description": "Risk-free interest rate (annualized)"
  },
  "put_price": {
   "type": "number",
   "title": "Put Price",
   "description": "Observed put option price"
  },
  "call_price": {
   "type": "number",
   "title": "Call Price",
   "description": "Observed call option price"
  }
 }
}
```

## More

- Live health (JSON, refreshed every minute): https://www.zero.xyz/c/api-quantoracle-dev-a464e0ca/health.json
- [Zero catalog index](https://www.zero.xyz/llms.txt)
- [Other services from api.quantoracle.dev](https://www.zero.xyz/host/api.quantoracle.dev/llms.txt)