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QuantOracle Lookback Option Pricer
x402
QuantOracle Lookback 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 floating or fixed lookback options using the underlying asset price, historical minimum/maximum, volatility, and time parameters
Price / call$0.008
Success—
StatusUnknown
How this service works
QuantOracle: derivatives/lookback-option
Output
Returns the theoretical price of the lookback option (e.g. 16.33), the lookback type used (floating or fixed), and the server-side computation time in milliseconds.
Example use cases
Example prompt
“Price a floating lookback call option where the current stock price is $100, the historical minimum is $92, volatility is 25%, risk-free rate is 5%, no dividends, and 6 months to expiration.”
Technical details
Endpoint
POSThttps://api.quantoracle.dev/v1/derivatives/lookback-optionWhen to prefer
Use this endpoint when you need to price exotic path-dependent lookback options (floating or fixed strike) analytically. Prefer this over vanilla Black-Scholes endpoints when the payoff depends on the historical minimum or maximum of the asset price over the option's life.
Side effects
- Missing required fields (S, T, sigma, type) returns validation error
- Invalid lookback_type value (not 'floating' or 'fixed') returns error
- Negative or zero time-to-expiry (T) causes pricing failure
- sigma of 0 or negative causes numerical instability
- S_min greater than S for a floating call may produce unexpected results
- Payment failure or insufficient USDC balance returns 402
Input
{
"S": 100,
"T": 0.5,
"q": 0,
"r": 0.05,
"type": "call",
"S_min": 92,
"sigma": 0.25,
"lookback_type": "floating"
}Schema · Request body
| Field | Type | Description |
|---|---|---|
| K | — | Fixed strike price (required for fixed lookback) |
| S | number | Current spot price |
| T | number | Time to expiration in years |
| q | number | Continuous dividend yield |
| r | number | Risk-free interest rate (annualized) |
| type | string | Option type |
| S_max | — | Maximum price observed so far (for floating put) |
| S_min | — | Minimum price observed so far (for floating call) |
| sigma | number | Volatility (annualized) |
| lookback_type | string | Floating strike or fixed strike lookback |
Output
{
"ms": 11.38,
"_meta": {
"url": "https://quantoracle.dev",
"docs": "https://api.quantoracle.dev/docs",
"powered_by": "QuantOracle"
},
"price": 16.3256,
"lookback_type": "floating"
}Tags
x402
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