# Bot Bazaar Black-Scholes Greeks Calculator

> 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

## Facts

- Endpoint: GET https://bot-bazaar.fly.dev/v1/x402/black-scholes-greeks?utm_source=zero.xyz
- Price: $0.01/call
- Payment: x402
- Status: unknown
- Last checked: 2026-10-31
- Activations on Zero: 0
- Tags: x402
- Canonical page: https://www.zero.xyz/c/bot-bazaar-black-scholes-greeks-calculator-d776d8cf
- Structured record (JSON): https://api.zero.xyz/v1/capabilities/cap_Rki4mqx5yXAOpCG6laAmX

Status and success rate cover calls made through Zero and Zero's own probes. Third-party monitors may report differently.

## How to call it through Zero

Zero handles the 402 payment challenge and records the run. With the Zero CLI installed (`npm i -g @zeroxyz/cli`):

```sh
zero fetch --capability bot-bazaar-black-scholes-greeks-calculator-d776d8cf
```

Example prompt: What's the theoretical price and Greeks for a European call option with a spot price of $150, strike of $155, 30 days to expiration, 5% risk-free rate, and 25% implied volatility?

## When to prefer this

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.

## Known failure modes

- 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

## 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).

## Request schema (JSON Schema)

```json
{
 "type": "object",
 "$schema": "https://json-schema.org/draft/2020-12/schema",
 "required": [
  "input"
 ],
 "properties": {
  "input": {
   "type": "object",
   "required": [
    "type",
    "method"
   ],
   "properties": {
    "type": {
     "type": "string",
     "const": "http"
    },
    "method": {
     "enum": [
      "GET",
      "HEAD",
      "DELETE"
     ],
     "type": "string"
    },
    "queryParams": {
     "type": "object",
     "properties": {
      "spot_price": {
       "type": "string",
       "description": "Underlying spot price"
      }
     }
    }
   },
   "additionalProperties": false
  },
  "output": {
   "type": "object",
   "required": [
    "type"
   ],
   "properties": {
    "type": {
     "type": "string"
    },
    "example": {
     "type": "object"
    }
   }
  }
 }
}
```

## More

- Live health (JSON, refreshed every minute): https://www.zero.xyz/c/bot-bazaar-black-scholes-greeks-calculator-d776d8cf/health.json
- [Zero catalog index](https://www.zero.xyz/llms.txt)
- [Other services from bot-bazaar.fly.dev](https://www.zero.xyz/host/bot-bazaar.fly.dev/llms.txt)