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Black-Scholes Options Pricer
x402
Black-Scholes Options Pricer is a paid API for AI agents from api.24klabs.ai, paid per call via x402, $0.005/call, status unknown (last checked 2026-09-13).
Computes European call/put fair value and Greeks (delta, gamma, theta, vega, rho) from spot, strike, days-to-expiry, rate, and volatility; optionally solves for implied volatility given a market price.
Price / call$0.005
Success—
StatusUnknown
How this service works
European call/put fair value plus delta, gamma, theta, vega, rho from spot, strike, days-to-expiry, rate and volatility; optional implied-vol solve if market_price supplied.
Output
Returns the option's fair value (theoretical price), plus the five standard Greeks: delta (price sensitivity to spot), gamma (delta sensitivity to spot), theta (time decay per day), vega (sensitivity to volatility), and rho (sensitivity to interest rate). If a market_price is supplied, also returns the implied volatility solved iteratively to match that market price.
Example use cases
Options fair value for trading desk
“What's the Black-Scholes fair value and all Greeks for a European put with spot at $320, strike at $310, 60 days to expiry, 4.5% interest rate, and 30% volatility?”
Implied volatility extraction from market price
“I see a call option trading at $8.50 in the market — spot is $200, strike is $205, 21 days to expiry, and the risk-free rate is 5%. Can you back out the implied volatility for me?”
Theta decay check before earnings
“Calculate the daily theta decay on a European call with spot $100, strike $105, 7 days to expiry, 5% rate, and 40% volatility — I want to know how much time value I'm losing per day.”
Technical details
Endpoint
POSThttps://api.24klabs.ai/api/v1/black-scholes-options-pricerWhen to prefer
Use this endpoint when you need a fast, server-side Black-Scholes calculation without running your own math library — particularly useful in agent workflows that need option fair value or Greeks on demand, or when you want implied volatility solved from a live market price without implementing Newton-Raphson yourself. Prefer this over general-purpose computation endpoints because it handles all five Greeks and IV solve in a single call.
Side effects
- Missing required parameters (spot, strike, days-to-expiry, rate, or volatility) return a 400 validation error
- Volatility or rate supplied as zero or negative may cause numerical instability or division errors
- Implied vol solve may fail to converge if the market_price is outside arbitrage bounds (e.g. below intrinsic value or above spot)
- Very short days-to-expiry (near zero) can produce extreme Greeks values
- Invalid option type string (not 'call' or 'put') returns a parameter error
Input
Schema · Request body
| Field | Type | Description |
|---|---|---|
| rate | number | |
| spot | number | |
| type | string | |
| strike | number | |
| volatility | number | |
| days_to_expiry | number |
Output
Schema · Response
{
"type": "json",
"example": {
"delta": 0.28,
"gamma": 0.05,
"price": 0.94
}
}Tags
x402
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