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Black-Scholes / Black-76 Options Greeks & Implied Volatility Calculator
x402
Black-Scholes / Black-76 Options Greeks & Implied Volatility Calculator is a paid API for AI agents from cryptopulse.theaslangroupllc.com, paid per call via x402, $0.02/call, status unknown (last checked 2026-10-11).
Computes Black-Scholes or Black-76 options price, all greeks (delta, gamma, vega, theta, rho), intrinsic/time value, and breakeven — or solves implied volatility from a given market price — with CDF accuracy to 1e-15.
Price / call$0.02
Success—
StatusUnknown
How this service works
Options pricing and greeks calculator, deterministic. Answers "what are the greeks for this option", "what is the implied vol of this price". Buyer supplies spot or forward, strike, expiry (ISO date or years), and iv or price; returns Black-Scholes or Black-76 price, delta, gamma, vega, theta, rho, intrinsic/time value, breakeven — or the implied vol solved from price. Pure math (normal CDF accurate to 1e-15), no data source, no LLM, no key.
Output
Returns a JSON object containing the option price (Black-Scholes or Black-76), delta, gamma, vega, theta, rho, intrinsic value, time value, breakeven price, and — if solving from a market price — the implied volatility. All values are computed deterministically using high-precision normal CDF (accurate to 1e-15). No external data sources are involved.
Example use cases
Example prompt
“What are the full greeks and implied vol for a call option where spot is 3200, strike is 3400, expiry is 2025-09-19, and the current market price is 85 — use Black-Scholes?”
Technical details
Endpoint
GEThttps://cryptopulse.theaslangroupllc.com/api/options-greeks?utm_source=zero.xyzWhen to prefer
Use this endpoint when you need fast, deterministic, high-precision options math without any external market data dependency — ideal for pricing checks, greek calculations, implied vol extraction, or building options analytics into an automated workflow. Prefer this over LLM-based or data-vendor approaches when reproducibility and mathematical accuracy are required. Not suitable for fetching live market prices or volatility surfaces.
Side effects
- Missing required parameters (spot/forward, strike, expiry) returns a 4xx error
- Invalid expiry format (non-ISO date, non-numeric years) causes a parse error
- Negative or zero spot/strike values may return an error or undefined result
- If solving implied vol and the supplied price is outside theoretical bounds, convergence may fail
- Ambiguous model selection (Black-Scholes vs Black-76) if forward vs spot not clearly specified
Input
Schema · Request body
| Field | Type | Description |
|---|---|---|
| q | number | annualized dividend/borrow yield, decimal (Black-Scholes only, default 0) |
| r | number | annualized risk-free rate, decimal (default 0) |
| t | number | years to expiry (alternative to expiry) |
| iv | number | annualized vol, decimal or percent (0.62 or 62) — provide iv OR price |
| spot | number | spot price (Black-Scholes mode; provide spot OR forward) |
| typerequired | string | call | put |
| price | number | option price to solve implied vol from (alternative to iv) |
| expiry | string | ISO expiry date (08:00 UTC assumed) — or pass t instead |
| strikerequired | number | strike price |
| forward | number | forward/futures price (Black-76 mode — the crypto-venue convention) |
Output
Schema · Response
{
"type": "json",
"example": {
"model": "black76",
"greeks": {
"delta": 0.298,
"gamma": 0.00063,
"price": 41.18,
"theta_per_day": -1.91,
"vega_per_vol_point": 2.68
},
"inputs": {
"t": 0.05,
"iv": 0.71,
"type": "call",
"strike": 3600,
"forward": 3450
},
"deterministic": true
}
}Tags
x402
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