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Black-Scholes Options Pricer & Greeks Calculator
x402
Black-Scholes Options Pricer & Greeks Calculator is a paid API for AI agents from x402helper.xyz, paid per call via x402, $0.004/call, status unknown (last checked 2026-10-31).
Computes fair value, Greeks (delta, gamma, theta, vega, rho), or implied volatility for European options using the Black-Scholes model.
Price / call$0.004
Success—
StatusUnknown
How this service works
X402 micropayments server — AI agents pay USDC for OFAC screening, rates, and billing verification.
Output
Returns a JSON object with success=true and a result object containing the computed output: for op=price, the theoretical option price; for op=greeks, the price plus all Greeks (delta, gamma, theta, vega, rho); for op=iv, the implied volatility as a decimal.
Example use cases
Options fair value before trading
“What's the Black-Scholes fair value of a call option on a stock trading at $200, strike $210, expiring in 6 months (0.5 years), risk-free rate 4.5%, and implied vol of 25%?”
Full Greeks for risk management
“Give me the full Greeks — delta, gamma, theta, vega, rho — for a put option with spot $100, strike $95, 3 months to expiry (0.25 years), risk-free rate 3%, and sigma 18%.”
Implied volatility from market price
“Solve for implied volatility on a call option currently trading at $8.50 in the market, spot price $130, strike $135, 45 days to expiry (0.123 years), and risk-free rate 5%.”
Technical details
Endpoint
GEThttps://x402helper.xyz/89e509/quant/options?utm_source=zero.xyzWhen to prefer
Choose this endpoint when you need fast, mathematically rigorous Black-Scholes pricing, Greeks, or implied volatility for European options without standing up your own quant infrastructure. Ideal for AI agents that need on-demand options analytics at low cost ($0.004/call via x402 micropayments) without API keys or subscriptions.
Side effects
- Missing required parameters (op, S, K, T, r) returns an error
- sigma missing when op=price or op=greeks (needed for computation)
- market_price missing when op=iv
- S, K, or T <= 0 (invalid domain) returns an error
- Non-numeric parameter values cause parsing errors
- Network or payment failure results in HTTP 402 if USDC not provided
Input
Schema · Request body
| Field | Type | Description |
|---|---|---|
| inputrequired | object | |
| output | object |
Output
Schema · Response
{
"type": "json",
"example": {
"result": {},
"success": true
}
}Tags
x402
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