# QuantOracle Options Pricer

> 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

## Facts

- Endpoint: POST https://api.quantoracle.dev/v1/options/price
- Price: $0.005/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-b2fb9bf5
- Structured record (JSON): https://api.zero.xyz/v1/capabilities/cap_Z1tM0KqCNRbxq2Uax5gBJ

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-b2fb9bf5 -d '<json body>'
```

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.

## When to prefer this

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.

## Known failure modes

- 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

## 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 request

```json
{
 "K": 155,
 "S": 150,
 "T": 0.25,
 "r": 0.05,
 "type": "call",
 "sigma": 0.2
}
```

## Request schema (JSON Schema)

```json
{
 "type": "object",
 "properties": {
  "K": {
   "type": "number",
   "title": "K",
   "description": "Strike price",
   "exclusiveMinimum": 0
  },
  "S": {
   "type": "number",
   "title": "S",
   "description": "Spot price of the underlying asset",
   "exclusiveMinimum": 0
  },
  "T": {
   "type": "number",
   "title": "T",
   "description": "Time to expiration in years",
   "exclusiveMinimum": 0
  },
  "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)"
  },
  "type": {
   "enum": [
    "call",
    "put"
   ],
   "type": "string",
   "title": "Type",
   "default": "call",
   "description": "Option type"
  },
  "sigma": {
   "type": "number",
   "title": "Sigma",
   "description": "Volatility (annualized, e.g. 0.2 = 20%)",
   "exclusiveMinimum": 0
  }
 }
}
```

## More

- Live health (JSON, refreshed every minute): https://www.zero.xyz/c/api-quantoracle-dev-b2fb9bf5/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)