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QuantOracle Options Pricer
x402
QuantOracle Options Pricer is a paid API for AI agents from api.quantoracle.dev, paid per call via x402, $0.005/call, status unknown (last checked 2026-09-14).
Prices European options using Black-Scholes and returns the full Greeks suite, breakeven, intrinsic/time value, and probability ITM
Price / call$0.005
Success—
StatusUnknown
How this service works
QuantOracle: options/price
Output
Returns option fair value (price), d1/d2 intermediates, full Greeks suite (delta, gamma, theta, vega, rho, vanna, volga, charm, speed), probability ITM, breakeven price, intrinsic value, time value, and server computation time in milliseconds.
Example use cases
Example prompt
“Price a call option where the underlying is trading at $150, the strike is $155, time to expiration is 3 months (0.25 years), implied vol is 20%, and the risk-free rate is 5% — give me the full Greeks including delta, gamma, theta, vega, and the probability it expires in the money.”
Technical details
Endpoint
POSThttps://api.quantoracle.dev/v1/options/priceWhen to prefer
Choose this endpoint when you need fast, precise Black-Scholes pricing with the complete second-order Greeks suite (vanna, volga, charm, speed) in a single call. Ideal for options pricing engines, risk dashboards, trading bots, or educational tools that require more than just price — especially when you want probability ITM and breakeven alongside Greeks. Prefer over generic financial APIs when you need the full analytical package at low cost per call.
Side effects
- Missing required parameters (K, S, T, r, sigma, type) returns validation error
- T <= 0 (expired option) may cause mathematical singularity
- Negative sigma or sigma = 0 causes division-by-zero in Black-Scholes
- Invalid option type (not 'call' or 'put') returns 400 bad request
- Extremely deep ITM or OTM values may produce near-zero Greeks with floating point precision limits
- Payment failure or insufficient USDC balance returns 402 payment required
Input
{
"K": 155,
"S": 150,
"T": 0.25,
"r": 0.05,
"type": "call",
"sigma": 0.2
}Schema · Request body
| Field | Type | Description |
|---|---|---|
| K | number | Strike price |
| S | number | Spot price of the underlying asset |
| T | number | Time to expiration in years |
| q | number | Continuous dividend yield |
| r | number | Risk-free interest rate (annualized) |
| type | string | Option type |
| sigma | number | Volatility (annualized, e.g. 0.2 = 20%) |
Output
{
"d1": -0.152898,
"d2": -0.252898,
"ms": 71.16,
"_meta": {
"url": "https://quantoracle.dev",
"docs": "https://api.quantoracle.dev/docs",
"calculator": "https://quantoracle.dev/black-scholes-calculator",
"powered_by": "QuantOracle"
},
"price": 4.6295,
"greeks": {
"rho": 0.153141,
"vega": 0.29573,
"charm": -0.00108655,
"delta": 0.439239,
"gamma": 0.026287,
"speed": 0.0000927,
"theta": -0.0408,
"vanna": 0.00498597,
"volga": 0.05717592
},
"prob_itm": 0.4002,
"breakeven": 159.6295,
"intrinsic": 0,
"live_data": {
"note": "Priced with the sigma you supplied. For crypto underlyings, fetch fresh realized vol ($0.01) or perp funding ($0.005) instead of static inputs.",
"funding": "/v1/live/funding-rates",
"volatility": "/v1/live/volatility"
},
"time_value": 4.6295
}Tags
x402
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