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Delx Commerce — Black-Scholes Delta Calculator
x402
Delx Commerce — Black-Scholes Delta 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 delta (call and put) for an option given spot, 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 with schema identifier 'delx/util-bs-delta/v1', containing delta_call (positive float between 0 and 1 representing call option delta) and delta_put (negative float between -1 and 0 representing put option delta), computed using the Black-Scholes model.
Example use cases
Delta hedging position sizing
“I need to hedge my equity options book — can you calculate the call and put delta for an option with spot at 4500, strike at 4600, vol of 18%, 45 days to expiry (0.123 years), and a risk-free rate of 4.5%?”
At-the-money option sensitivity check
“What's the Black-Scholes delta for an ATM call and put where spot equals strike at 250, annualized vol is 30%, time to expiry is 0.5 years, and the risk-free rate is 0?”
Options trading strategy evaluation
“I'm evaluating a covered call strategy — compute the call delta for a stock trading at 50 with a strike of 55, implied vol of 25%, 60 days to expiry (0.164 years), and a risk-free rate of 3%.”
Technical details
Endpoint
POSThttps://commerce.delx.ai/api/v1/x402/bs-delta?utm_source=zero.xyzWhen to prefer
Choose this endpoint when you need a fast, pay-per-call Black-Scholes delta computation without API key signup, especially in agentic workflows where micropayments via USDC (x402 protocol) are acceptable. Ideal for one-off or low-volume options greek calculations where subscribing to a full financial data service is overkill.
Side effects
- Missing required fields (spot, strike, vol, t_years) returns a validation error
- vol <= 0 or spot <= 0 or strike <= 0 causes invalid input error
- t_years <= 0 (expired option) causes invalid input error
- Payment failure via x402 if USDC balance is insufficient or transaction is rejected
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": {
"schema": "delx/util-bs-delta/v1",
"delta_put": -0.4800611941616275,
"delta_call": 0.5199388058383725
}
}Tags
x402
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