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QuantOracle Asian Option Pricer
x402
QuantOracle Asian Option Pricer is a paid API for AI agents from api.quantoracle.dev, paid per call via x402, $0.008/call, status unknown (last checked 2026-09-14).
Prices arithmetic or geometric Asian options using Monte Carlo or closed-form methods, returning fair value and equivalent volatility
Price / call$0.008
Success—
StatusUnknown
How this service works
QuantOracle: derivatives/asian-option
Output
Returns the option's fair price, the equivalent Black-Scholes volatility, the geometric option price (as a benchmark), the averaging type, number of observations used, and computation time in milliseconds.
Example use cases
Example prompt
“Price an arithmetic Asian call option for me: spot price 100, strike 105, 6-month expiry, risk-free rate 5%, dividend yield 1%, volatility 20%, with 12 equally-spaced observations.”
Technical details
Endpoint
POSThttps://api.quantoracle.dev/v1/derivatives/asian-optionWhen to prefer
Use this endpoint when you need to price path-dependent Asian (average-rate or average-strike) options rather than vanilla European/American options. It is ideal when you need both arithmetic and geometric prices together, or when you need the equivalent Black-Scholes vol for hedging or comparison purposes. Prefer this over a vanilla Black-Scholes pricer whenever the payoff depends on an average of the underlying price over discrete observation dates.
Side effects
- Missing required parameters (S, K, T, r, sigma, type) returns 400 Bad Request
- Invalid option type (not 'call' or 'put') returns validation error
- Invalid averaging method (not 'arithmetic' or 'geometric') returns error
- Negative or zero time to expiry (T <= 0) may cause numerical errors or 400
- Payment failure or missing x402 payment header returns 402 Payment Required
- Extremely high volatility or edge-case inputs may produce numerical instability
Input
{
"K": 105,
"S": 100,
"T": 0.5,
"q": 0.01,
"r": 0.05,
"type": "call",
"sigma": 0.2,
"averaging": "arithmetic",
"observations": 12
}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) |
| averaging | string | Averaging method for the Asian option |
| observations | integer | Number of averaging observations |
Output
{
"ms": 8.13,
"_meta": {
"url": "https://quantoracle.dev",
"docs": "https://api.quantoracle.dev/docs",
"powered_by": "QuantOracle"
},
"price": 1.6564,
"averaging": "arithmetic",
"observations": 12,
"equivalent_vol": 0.1132,
"geometric_price": 1.5847
}Tags
x402
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