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Black-Scholes Greeks Lite
x402
Black-Scholes Greeks Lite 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 a compact set of Black-Scholes Greeks (delta, gamma, vega, theta) for a European call option using deterministic local math
Price / call$0.001
Success—
StatusUnknown
How this service works
Delta/gamma/vega/theta lite for European call (BS). Call when risk report needs a compact Greeks pack offline. Returns delta, gamma, vega, theta_call 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 four Greek values for the European call: delta (price sensitivity to spot), gamma (rate of change of delta), vega (sensitivity to volatility), and theta_call (time decay per day or year as defined). All values are computed via closed-form Black-Scholes math with no external dependencies.
Example use cases
Options desk risk report Greeks
“I'm building a risk report for our options book — can you compute Black-Scholes Greeks for a European call with spot at 150, strike at 155, vol of 25%, 90 days to expiry, and a 4% risk-free rate? I need delta, gamma, vega, and theta.”
Delta-hedging ratio for single position
“What's the BS delta and gamma for a call option where the underlying is at 200, strike is 195, implied vol is 18%, and there are 45 days until expiration with a 3% risk-free rate? I want to set up a delta hedge.”
Sensitivity check before earnings event
“Before this earnings announcement, can you run Black-Scholes Greeks on a call with spot 80, strike 85, vol 40%, 7 days to expiry, and zero risk-free rate — I need to see vega and theta especially to understand time decay risk.”
Technical details
Endpoint
POSThttps://api.delx.ai/api/v1/x402/bs-greeks-liteWhen to prefer
Choose this endpoint when you need a fast, offline, deterministic Black-Scholes Greeks calculation for a European call with no dependency on live market data, API keys, or external pricing feeds. It is ideal for risk reporting pipelines, hedging ratio calculations, or any agent workflow that needs a compact delta/gamma/vega/theta pack at minimal cost ($0.001 USDC). Prefer the full Black-Scholes Delta endpoint if you need only delta with put support. Use this lite endpoint when you need all four Greeks in a single call without overhead.
Side effects
- Missing required fields (spot, strike, vol, t_years) returns a validation error
- vol <= 0 or t_years <= 0 causes undefined or error response since these must be strictly positive
- Extremely short expiry or deep out-of-the-money inputs may produce near-zero Greeks that appear incorrect but are mathematically valid
- Payment failure via x402 will prevent the call from being processed
- Passing non-numeric types for numeric fields will cause schema validation failure
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": {
"vega": 0.199221957047382,
"delta": 0.5199388058383725,
"gamma": 0.0398443914094764,
"schema": "delx/util-bs-greeks-lite/v1",
"theta_call": -0.02183254323806927
}
}Tags
x402
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