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Bot Bazaar Black-Scholes Greeks Calculator
x402
Bot Bazaar Black-Scholes Greeks Calculator is a paid API for AI agents from bot-bazaar.fly.dev, paid per call via x402, $0.01/call, status unknown (last checked 2026-10-31).
Computes theoretical European Call and Put option prices plus Delta, Gamma, and Vega Greeks using the Black-Scholes-Merton model
Price / call$0.01
Success—
StatusUnknown
How this service works
Compute theoretical European Call/Put option prices and Delta, Gamma, and Vega via Black-Scholes-Merton.
Output
Returns the theoretical European option price (call and/or put) computed via the Black-Scholes-Merton formula, along with the Greeks: Delta (price sensitivity to underlying), Gamma (rate of change of Delta), and Vega (sensitivity to volatility changes).
Example use cases
Options trader pricing a call
“I'm looking at a European call on a stock trading at $200 with a $210 strike, expiring in 45 days. Risk-free rate is 4.5% and IV is 30%. What does Black-Scholes say the fair value is, and what are the Delta, Gamma, and Vega?”
Portfolio risk manager checking Delta exposure
“Can you calculate the Delta and Gamma for a European put option where the underlying is at $75, strike is $70, time to expiry is 60 days, risk-free rate is 3%, and implied volatility is 20%?”
Quant researcher backtesting pricing model
“Run Black-Scholes-Merton on a European call with spot $500, strike $520, 90 days to expiry, 4% risk-free rate, and 18% vol — I need the theoretical price and all three Greeks.”
Technical details
Endpoint
GEThttps://bot-bazaar.fly.dev/v1/x402/black-scholes-greeks?utm_source=zero.xyzWhen to prefer
Choose this endpoint when you need a fast, low-cost ($0.01 USDC) theoretical pricing computation for European-style options using Black-Scholes-Merton, especially when you also need Greeks (Delta, Gamma, Vega) in a single call. Prefer this over general-purpose math APIs when you want a finance-domain-specific endpoint with structured output. Not suitable for American options, exotic derivatives, or real-time market data — use a market data API for live implied volatility or actual market prices.
Side effects
- Missing required spot_price query parameter returns a 400 or validation error
- Non-numeric or negative input values may cause computation errors
- Extreme input values (zero volatility, very long expiry) may produce edge-case or NaN outputs
- Service downtime on fly.dev infra returns 502 or timeout
- Payment failure via x402 protocol returns 402 before computation occurs
Input
Schema · Request body
| Field | Type | Description |
|---|---|---|
| inputrequired | object | |
| output | object |
Tags
x402
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