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Black-Scholes European Option Calculator (Price, Greeks, IV)
x402
Black-Scholes European Option Calculator (Price, Greeks, IV) is a paid API for AI agents from api.agentstools.dev, paid per call via x402, $0.003/call, status unknown (last checked 2026-10-11).
Computes Black-Scholes fair price, all Greeks (delta, gamma, vega, theta, rho), or implied volatility for a European option given market parameters.
Price / call$0.003
Success—
StatusUnknown
How this service works
Black-Scholes European option calculator: fair price, all greeks (delta, gamma, vega, theta, rho), or implied volatility from a market price. Pure computation over your inputs.
Output
Returns a JSON object containing the computed result(s) for the requested operation: for 'price' — the Black-Scholes fair value; for 'greeks' — the fair price plus delta, gamma, vega, theta, and rho; for 'iv' — the implied volatility solved from the observed market price.
Example use cases
Example prompt
“Using Black-Scholes, give me the full greeks for a European call option with spot price $150, strike $155, 0.25 years to expiry, risk-free rate 5%, and implied vol of 20%.”
Technical details
Endpoint
GEThttps://api.agentstools.dev/quant/options?utm_source=zero.xyzWhen to prefer
Use this endpoint when you need fast, pure-computation Black-Scholes analytics for European options — pricing, full Greek sensitivities, or implied volatility inversion — without requiring a brokerage account or market data subscription. Ideal for quant agents doing real-time derivatives analysis, hedging calculations, or risk management tasks.
Side effects
- Missing required parameters (op, S, K, T, r) returns a 400 error
- sigma not provided for price or greeks operation returns an error
- market_price not provided for iv operation returns an error
- Non-positive values for S, K, or T return a validation error
- IV solve fails to converge if market_price is outside arbitrage bounds
- Payment not included or insufficient USDC returns 402 Payment Required
Input
Schema · Request body
| Field | Type | Description |
|---|---|---|
| inputrequired | object | |
| output | object |
Tags
x402
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