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Hermes Plant Black-Scholes Option Pricing & Greeks
x402
Hermes Plant Black-Scholes Option Pricing & Greeks is a paid API for AI agents from hermesplant.com, paid per call via x402, $0.25/call, status unknown (last checked 2026-09-15).
Computes Black-Scholes-Merton option price along with full Greeks (delta, gamma, theta, vega, rho) for a given options contract, paid per call via x402.
Price / call$0.25
Success—
StatusUnknown
How this service works
Deterministic Black-Scholes-Merton European option pricing and Greeks. Returns price, d1/d2, full Greeks (delta, gamma, vega, theta, rho) in canonical and conventional display units (vega per 1%, theta per day, rho per 1%), plus intrinsic value, time value, and moneyness. Supports continuous dividend yield. Pure math from caller-supplied parameters — no market-data feed, no fabrication.
Output
Returns the theoretical option price, d1 and d2 intermediate values, moneyness classification (at-the-money/in-the-money/out-of-the-money), intrinsic value, time value, and a complete Greeks bundle (delta, gamma, theta, vega, rho, plus per-1% and per-day convenience scalings), along with a valuation findings summary and a unique requestId.
Example use cases
Greeks breakdown for options risk management
“I'm managing a portfolio of equity options and need a full Greeks breakdown for a put option on a stock trading at $150 with a $155 strike, 45 days to expiration, 4% risk-free rate, and 30% implied volatility — give me delta, gamma, theta, vega, and rho so I can assess my exposure.”
Fair value check before executing trade
“Before I pull the trigger on buying this call option, can you run a Black-Scholes valuation for me? The underlying is at $250, strike is $260, there are 90 days left to expiration, risk-free rate is 5.25%, and implied vol is 25% — I want the theoretical price, moneyness classification, and all the Greeks.”
Automated options pricing in trading workflow
“As part of my autonomous trading workflow, price a European put where the stock is at $80, strike is $75, time to expiration is 6 months, risk-free rate is 4.5%, and implied volatility is 18% — return the full Greeks bundle and intrinsic versus time value split so the system can decide whether to execute.”
Technical details
Endpoint
GEThttps://hermesplant.com/api/agent-services/options/priceWhen to prefer
Choose this endpoint when an AI agent needs fast, deterministic, test-backed Black-Scholes option pricing with a full Greeks output in a single call, especially in autonomous trading or risk workflows that require pay-per-call metering via x402. Prefer over in-house implementations when auditability, structured findings output, and deterministic test-backed results matter.
Side effects
- Missing required input parameters (underlying price, strike, expiry, volatility, rate) returns a 4xx validation error
- Negative or zero volatility input may cause mathematical errors or rejection
- Extremely short time-to-expiry values may produce degenerate Greeks
- Insufficient USDC balance or failed x402 payment returns a payment-required error
- Network timeout if the service is temporarily unavailable
Input
Schema · Request body
| Field | Type | Description |
|---|---|---|
| spot | number | Current price of the underlying (> 0). |
| strike | number | Option strike price (> 0). |
| optionType | string | 'call' or 'put' (default 'call'). |
| volatility | number | Annualized volatility (sigma) as a fraction, e.g. 0.2 for 20%. |
| riskFreeRate | number | Annual continuously-compounded risk-free rate, e.g. 0.05 (default 0). |
| timeToExpiry | number | Time to expiry in years (e.g. 0.5 = 6 months). |
| dividendYield | number | Annual continuous dividend yield, e.g. 0.02 (default 0). |
Output
Schema · Response
{
"type": "json",
"example": {
"d1": 0.35,
"d2": 0.15,
"price": 10.450576,
"greeks": {
"rho": 53.232483,
"vega": 37.524035,
"delta": 0.636831,
"gamma": 0.018762,
"theta": -6.414028,
"rhoPer1Pct": 0.532325,
"thetaPerDay": -0.017573,
"vegaPer1Pct": 0.37524
},
"service": "optionlens",
"findings": [
{
"fix": null,
"why": "Black-Scholes-Merton valuation summary.",
"rule": "valuation",
"evidence": "price=10.4506 d1=0.35 d2=0.15 moneyness=at-the-money",
"severity": "info"
}
],
"moneyness": "at-the-money",
"requestId": "opt-db556a1a",
"timeValue": 10.450576,
"optionType": "call",
"intrinsicValue": 0
}
}Tags
x402
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