# QuantOracle Asian Option Pricer

> 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

## Facts

- Endpoint: POST https://api.quantoracle.dev/v1/derivatives/asian-option
- Price: $0.008/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-c7c1917a
- Structured record (JSON): https://api.zero.xyz/v1/capabilities/cap_i7QDa4euykrBaLcfMUSYF

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-c7c1917a -d '<json body>'
```

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.

## When to prefer this

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.

## Known failure modes

- 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

## 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 request

```json
{
 "K": 105,
 "S": 100,
 "T": 0.5,
 "q": 0.01,
 "r": 0.05,
 "type": "call",
 "sigma": 0.2,
 "averaging": "arithmetic",
 "observations": 12
}
```

## 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",
   "maximum": 30,
   "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)",
   "exclusiveMinimum": 0
  },
  "averaging": {
   "enum": [
    "geometric",
    "arithmetic"
   ],
   "type": "string",
   "title": "Averaging",
   "default": "geometric",
   "description": "Averaging method for the Asian option"
  },
  "observations": {
   "type": "integer",
   "title": "Observations",
   "default": 12,
   "minimum": 2,
   "description": "Number of averaging observations"
  }
 }
}
```

## More

- Live health (JSON, refreshed every minute): https://www.zero.xyz/c/api-quantoracle-dev-c7c1917a/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)