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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 2026-10-12).
Prices European call/put options (fair value + Greeks) using Black-Scholes, with optional implied volatility solve from 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 theoretical fair value of the European call or put option, plus the five standard Greeks: delta (directional sensitivity), gamma (delta curvature), theta (time decay), vega (volatility sensitivity), and rho (rate sensitivity). If a market_price is supplied, also returns the implied volatility solved from that price.
Example use cases
Options trader hedging portfolio
“I need to price a European put on a stock trading at $200 with a $195 strike, 30 days to expiry, 4.5% rate, and 30% volatility — give me the fair value plus delta and gamma so I know how to hedge.”
Implied volatility extraction from live price
“The market is quoting a call option at $8.50 — spot is $100, strike is $102, 21 days to expiry, 5% rate. Can you back out the implied volatility from that price?”
Options sensitivity analysis for risk report
“I'm building a risk report and need theta, vega, and rho for a European call with spot $500, strike $520, 60 days to expiry, 4% risk-free rate, and 20% volatility.”
Technical details
Endpoint
POSThttps://api.24klabs.ai/api/black-scholes-options-pricer?utm_source=zero.xyzWhen to prefer
Choose this endpoint when you need fast, reliable Black-Scholes pricing and Greeks for European-style options without standing up your own quant library. Ideal for agents doing real-time hedging analysis, building risk reports, or extracting implied volatility from observed market prices. Not suitable for American options (which require binomial or finite-difference methods) or exotic payoffs.
Side effects
- Missing required fields (spot, strike, DTE, rate, volatility) returns a 400 error
- Negative or zero spot/strike/DTE values may cause computation errors
- Extremely deep in-the-money or out-of-the-money options may produce near-zero Greeks with precision caveats
- Implied vol solve may fail to converge if market_price is below intrinsic value or otherwise arbitrage-free bounds are violated
- Payment failure (insufficient USDC balance or x402 auth issue) returns a 402 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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