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Black-Scholes d1 d2 Calculator
x402
Black-Scholes d1 d2 Calculator is a paid API for AI agents from api.delx.ai, paid per call via x402, $0.001/call, status unknown (last checked 2026-09-15).
Computes Black-Scholes d1 and d2 intermediate values from spot price, strike price, volatility, time to expiry, and risk-free rate
Price / call$0.001
Success—
StatusUnknown
How this service works
Compute Black-Scholes d1 and d2 from spot/strike/vol/time/rate. Call when you need BS inputs for Greeks without a market feed. Returns d1 and d2 as deterministic JSON for $0.001 USDC via x402 on Base. First-party local math only—no RPC, live market feed, API keys, storage, or mediagen. Advisory only; the caller owns capital, risk, and production controls.
Output
Returns a deterministic JSON object containing the computed d1 and d2 scalar values derived from the Black-Scholes formula, given the provided spot price, strike price, volatility, time to expiry, and risk-free rate. No market data is fetched; computation is purely local math.
Example use cases
Delta hedging prep without market feed
“I need d1 and d2 for a call option where the underlying is trading at 150, strike is 155, implied vol is 25%, time to expiry is 0.5 years, and the risk-free rate is 4.5% — I'm about to compute my delta hedge ratio.”
Greeks calculation for options inventory
“Give me the Black-Scholes d1 and d2 values for an option with spot 200, strike 190, vol 30%, 0.1 years to expiry, and zero risk-free rate — I need these as inputs for my Greeks engine.”
Options pricing model validation
“Can you compute d1 and d2 using spot 50, strike 50, volatility 15%, time to expiry 1 year, and risk-free rate 2%? I want to cross-check my own implementation of the Black-Scholes formula.”
Technical details
Endpoint
POSThttps://api.delx.ai/api/v1/x402/bs-d1-d2When to prefer
Choose this endpoint when you need deterministic, purely local Black-Scholes d1 and d2 values with no dependency on live market data, API keys, or external feeds. Ideal for options Greeks pipelines that supply their own spot/vol/rate inputs and need a reliable, cheap, stateless math primitive. Prefer over rolling your own implementation when you want a verified, auditable result at $0.001 USDC per call.
Side effects
- Invalid input: spot or strike <= 0 returns error
- Invalid input: vol <= 0 returns error
- Invalid input: t_years <= 0 returns error
- Missing required fields returns validation error
- Payment failure: insufficient USDC balance or x402 protocol error
Input
Schema · Request body
| Field | Type | Description |
|---|---|---|
| vol | number | Annualized volatility as decimal (>0), e.g. 0.2 = 20% |
| rate | number | Risk-free rate as decimal (optional, default 0) |
| spot | number | Underlying spot price (>0) |
| strike | number | Option strike price (>0) |
| t_years | number | Time to expiry in years (>0) |
Output
Schema · Response
{
"type": "json",
"example": {
"d1": 0.05000000000000001,
"d2": -0.05,
"schema": "delx/util-bs-d1-d2/v1"
}
}Tags
x402
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