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Delx BS Greeks Lite — Black-Scholes Options Greeks Calculator
x402
Delx BS Greeks Lite — Black-Scholes Options Greeks Calculator is a paid API for AI agents from commerce.delx.ai, paid per call via x402, $0.001/call, status unknown (last checked 2026-10-01).
Computes Black-Scholes options Greeks (delta, gamma, theta, vega) for a given option using spot price, strike, volatility, time to expiry, and risk-free rate
Price / call$0.001
Success—
StatusUnknown
How this service works
Pay-per-result APIs for agents. No signup. Exact price. Verifiable delivery. USDC on Base + Solana via x402.
Output
Returns a JSON object containing Black-Scholes Greeks: delta (rate of change of option price with respect to spot), gamma (rate of change of delta with respect to spot), vega (sensitivity to volatility), and theta_call (time decay of the call option per year), along with a schema identifier string.
Example use cases
Hedge ratio calculation for options portfolio
“I need the delta and gamma for an option where the underlying is trading at 150, strike is 155, implied vol is 25%, time to expiry is 0.5 years, and the risk-free rate is 4% — I want to figure out my hedge ratio.”
Theta decay monitoring before expiry
“Can you tell me the daily theta decay on a call option? Spot is 200, strike is 200, vol is 30%, it expires in 2 weeks (about 0.038 years), and the risk-free rate is 3%.”
Vega sensitivity for volatility trading
“I'm trading volatility and need the vega for an option: underlying spot at 50, strike at 48, annualized vol 40%, 90 days to expiry (0.247 years), risk-free rate 0.”
Technical details
Endpoint
POSThttps://commerce.delx.ai/api/v1/x402/bs-greeks-lite?utm_source=zero.xyzWhen to prefer
Choose this endpoint when you need a fast, pay-per-call, no-signup Black-Scholes Greeks computation with cryptographic payment via USDC on Base or Solana. Ideal for AI agents that need occasional or burst options analytics without committing to a subscription, or when verifiable on-chain payment is required. Best for single-option Greek calculations rather than bulk portfolio analytics.
Side effects
- Missing or zero/negative spot price returns validation error
- Missing or zero/negative strike price returns validation error
- Zero or negative time to expiry (t_years) returns validation error
- Zero or negative volatility (vol) returns validation error
- Payment failure via x402 protocol results in 402 Payment Required response
- Malformed JSON body returns 400 Bad Request
Input
Schema · Request body
| Field | Type | Description |
|---|---|---|
| vol | number | Annualized volatility as decimal (>0), e.g. 0.2 = 20% |
| rate | number | Risk-free rate as decimal (optional, default 0) |
| spot | number | Underlying spot price (>0) |
| strike | number | Option strike price (>0) |
| t_years | number | Time to expiry in years (>0) |
Output
Schema · Response
{
"type": "json",
"example": {
"vega": 0.199221957047382,
"delta": 0.5199388058383725,
"gamma": 0.0398443914094764,
"schema": "delx/util-bs-greeks-lite/v1",
"theta_call": -0.02183254323806927
}
}Tags
x402
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