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finmath Black-Scholes Option Pricer
x402
finmath Black-Scholes Option Pricer is a paid API for AI agents from finmath.qzqh5rrbkz.workers.dev, paid per call via x402, $0.003/call, status unknown (last checked 2026-09-15).
Computes Black-Scholes option price and Greeks for a European call or put given spot, strike, rate, volatility, and time to expiry
Price / call$0.003
Success—
StatusUnknown
How this service works
Deterministic finance and crypto math for AI agents: TradFi (NPV, IRR, XIRR, Black-Scholes + Greeks, bonds, VaR, Sharpe) and DeFi (impermanent loss, perp liquidation, funding, Uniswap v3, health factor, cost basis). Exact, model-free arithmetic that LLMs get wrong — priced per call in USDC.
Output
Returns a result object with the computed option price and associated Greeks (delta, gamma, theta, vega, rho), plus a meta object with call metadata. Values are exact arithmetic outputs, not LLM estimates.
Example use cases
Example prompt
“What's the Black-Scholes price and Greeks for a call option on a stock trading at $150, strike $155, risk-free rate 5%, volatility 25%, expiring in 0.5 years?”
Technical details
Endpoint
POSThttps://finmath.qzqh5rrbkz.workers.dev/v1/black_scholes_optionWhen to prefer
Use this endpoint when you need exact, deterministic Black-Scholes pricing and Greeks rather than relying on an LLM's approximate arithmetic. Prefer it over general-purpose math tools when the task is specifically European option pricing with standard inputs and you need trustworthy numerical output for trading, risk, or educational purposes.
Side effects
- Missing required fields (rate, spot, strike, time_years, volatility) returns a 400-level error
- Negative time_years or volatility may produce undefined/error result
- Invalid option kind string may default to call or return an error
- Payment not included or rejected returns HTTP 402
Input
{
"kind": "call",
"rate": 0.05,
"spot": 100,
"strike": 100,
"time_years": 1,
"volatility": 0.2
}Schema · Request body
| Field | Type | Description |
|---|---|---|
| kind | string | kind |
| raterequired | number | rate |
| spotrequired | number | spot |
| strikerequired | number | strike |
| time_yearsrequired | number | time_years |
| volatilityrequired | number | volatility |
Output
{
"meta": {
"tool": "black_scholes_option",
"model": true,
"disclaimer": "Deterministic calculation utility. Not financial, investment, or trading advice.",
"assumptions": [
"European exercise",
"no dividend yield",
"constant volatility and rate"
],
"deterministic": true
},
"result": {
"d1": 0.35000000000000003,
"d2": 0.15000000000000002,
"rho": 53.232481545376345,
"vega": 37.52403469169379,
"delta": 0.6368306511756191,
"gamma": 0.018762017345846895,
"price": 10.450583572185565,
"theta": -6.414027546438197
}
}Schema · Response
| Field | Type | Description |
|---|---|---|
| metarequired | object | |
| resultrequired | — |
Tags
x402
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