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Black-Scholes Option Pricing & Greeks Calculator
x402
Black-Scholes Option Pricing & Greeks Calculator is a paid API for AI agents from x402-services-production.up.railway.app, paid per call via x402, $0.05/call, status unknown (last checked 2026-09-14).
Computes fair value and full Greeks (delta, gamma, vega, theta, rho) for any option using Black-Scholes, including unlisted strikes and crypto options
Price / call$0.05
Success—
StatusUnknown
How this service works
Black-Scholes option pricing: fair value + full greeks (delta, gamma, vega, theta, rho) for ANY option, listed or not. Send { type, spot, strike, daysToExpiry, iv, rate? }. Price any crypto option, not just exchange-listed strikes.
Output
Returns the Black-Scholes theoretical fair value plus a full set of Greeks: delta (price sensitivity to underlying), gamma (rate of delta change), vega (sensitivity to IV), theta (time decay), and rho (sensitivity to interest rate) for the specified option parameters.
Example use cases
Example prompt
“Use Black-Scholes to price a call option on ETH where the spot is $3,200, strike is $3,500, implied volatility is 75%, 30 days to expiry, and a risk-free rate of 0 — give me the fair value and all the greeks.”
Technical details
Endpoint
POSThttps://x402-services-production.up.railway.app/api/options/greeksWhen to prefer
Choose this endpoint when you need to price any option — especially non-standard, OTC, or crypto options at arbitrary strikes not listed on exchanges. Ideal for quickly computing fair value and risk sensitivities without running your own Black-Scholes model. Best for crypto options where exchange-listed strikes may be limited.
Side effects
- Missing required fields (type, spot, strike, daysToExpiry, iv) returns 400 error
- Invalid option type (not 'call' or 'put') causes rejection
- Negative or zero values for spot, strike, or iv may cause mathematical errors
- daysToExpiry of 0 can cause division-by-zero in Black-Scholes formula
- Payment not included or insufficient USDC results in 402 Payment Required
Input
Schema · Request body
| Field | Type | Description |
|---|---|---|
| ivrequired | number | Implied volatility in % (e.g. 55) |
| rate | number | Risk-free rate (default 0) |
| spotrequired | number | Underlying spot price |
| typerequired | string | call or put |
| strikerequired | number | Strike price |
| daysToExpiryrequired | number | Days to expiry |
Tags
x402
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