# Delx Commerce — Black-Scholes d1 and d2 Calculator

> Delx Commerce — Black-Scholes d1 and d2 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 the Black-Scholes d1 and d2 intermediate values for an option given spot price, strike, volatility, time to expiry, and risk-free rate.

## Facts

- Endpoint: POST https://commerce.delx.ai/api/v1/x402/bs-d1-d2?utm_source=zero.xyz
- Price: $0.001/call
- Payment: x402
- Status: unknown
- Last checked: 2026-10-01
- Activations on Zero: 0
- Tags: x402
- Canonical page: https://www.zero.xyz/c/delx-commerce-black-scholes-d1-and-d2-calculator-1dd0dcbf
- Structured record (JSON): https://api.zero.xyz/v1/capabilities/cap_xjKcUW6flzBVnDjs4S0wm

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 delx-commerce-black-scholes-d1-and-d2-calculator-1dd0dcbf -d '<json body>'
```

Example prompt: Calculate the Black-Scholes d1 and d2 for an option with a spot price of 100, strike of 105, annualized volatility of 20%, time to expiry of 0.5 years, and a risk-free rate of 5%.

## When to prefer this

Choose this endpoint when you need a reliable, pay-per-call micro-service to compute the Black-Scholes d1/d2 intermediates without managing any subscription or API key. It is ideal for AI agents or trading pipelines that need on-demand options math at minimal cost ($0.001 USDC per call) with verifiable USDC settlement on Base or Solana via x402.

## Known failure modes

- Missing or zero/negative spot or strike price returns a validation error
- Zero or negative time to expiry causes a math domain error
- Zero or negative volatility is invalid and will be rejected
- Non-numeric inputs return a 400 bad request
- Payment not provided or insufficient USDC results in a 402 Payment Required response

## How this service works

Pay-per-result APIs for agents. No signup. Exact price. Verifiable delivery. USDC on Base + Solana via x402.

## Output

A JSON object containing the computed d1 and d2 scalar values (both as floating-point numbers), along with a schema identifier string ('delx/util-bs-d1-d2/v1') confirming the response format.

## Request schema (JSON Schema)

```json
{
 "type": "object",
 "properties": {
  "vol": {
   "type": "number",
   "description": "Annualized volatility as decimal (>0), e.g. 0.2 = 20%"
  },
  "rate": {
   "type": "number",
   "description": "Risk-free rate as decimal (optional, default 0)"
  },
  "spot": {
   "type": "number",
   "description": "Underlying spot price (>0)"
  },
  "strike": {
   "type": "number",
   "description": "Option strike price (>0)"
  },
  "t_years": {
   "type": "number",
   "description": "Time to expiry in years (>0)"
  }
 }
}
```

## Response schema (JSON Schema)

```json
{
 "type": "json",
 "example": {
  "d1": 0.05000000000000001,
  "d2": -0.05,
  "schema": "delx/util-bs-d1-d2/v1"
 }
}
```

## More

- Live health (JSON, refreshed every minute): https://www.zero.xyz/c/delx-commerce-black-scholes-d1-and-d2-calculator-1dd0dcbf/health.json
- [Zero catalog index](https://www.zero.xyz/llms.txt)
- [Other services from commerce.delx.ai](https://www.zero.xyz/host/commerce.delx.ai/llms.txt)