# Monte Carlo Option Pricing Simulator

> Monte Carlo Option Pricing Simulator is a paid API for AI agents from api.agentstools.dev, paid per call via x402, $0.005/call, status unknown (last checked 2026-09-14).

Runs a geometric Brownian motion Monte Carlo simulation to estimate terminal asset price distributions and European option payoffs, returning percentiles and standard error.

## Facts

- Endpoint: GET https://api.agentstools.dev/quant/montecarlo
- Price: $0.005/call
- Payment: x402
- Status: unknown
- Last checked: 2026-09-14
- Activations on Zero: 0
- Tags: x402
- Canonical page: https://www.zero.xyz/c/monte-carlo-option-pricing-simulator-e05d3dd5
- Structured record (JSON): https://api.zero.xyz/v1/capabilities/cap_F1gHguFHWhFFCBovfjC8X

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 monte-carlo-option-pricing-simulator-e05d3dd5
```

Example prompt: Run a Monte Carlo GBM simulation to price a European call option: spot price $150, strike $155, 0.5 years to expiry, risk-free rate 5%, volatility 25%, using 50000 paths — give me the expected payoff, percentiles, and standard error.

## When to prefer this

Use this endpoint when you need a pure-computation Monte Carlo estimate of a European option's fair value or terminal asset price distribution, especially when you want percentile breakdowns and a standard error alongside the price estimate. Prefer this over Black-Scholes closed-form when you want simulation-based flexibility (e.g., custom path counts, reproducibility via seed). Not suitable for American options, exotic payoffs, or live market data retrieval.

## Known failure modes

- Missing required query params (S, T, r, sigma) returns a 400 validation error
- Non-positive spot price (S <= 0) or time horizon (T <= 0) triggers parameter rejection
- Volatility of zero or negative value is invalid
- Very large path counts may increase latency or time out
- Payment not provided or insufficient USDC returns 402 Payment Required
- Invalid option type (not 'call' or 'put') rejected by enum validation

## How this service works

Monte-Carlo geometric-Brownian-motion simulation of terminal price and European option payoff, with percentiles and a standard error. Pure computation over your inputs.

## Output

Returns the simulated terminal price distribution (percentiles), the expected European option payoff (if a strike is provided), and a standard error of the Monte Carlo estimate, all derived from the specified number of GBM paths.

## Request schema (JSON Schema)

```json
{
 "type": "object",
 "$schema": "https://json-schema.org/draft/2020-12/schema",
 "required": [
  "input"
 ],
 "properties": {
  "input": {
   "type": "object",
   "required": [
    "type",
    "method"
   ],
   "properties": {
    "type": {
     "type": "string",
     "const": "http"
    },
    "method": {
     "enum": [
      "GET",
      "HEAD",
      "DELETE"
     ],
     "type": "string"
    },
    "queryParams": {
     "type": "object",
     "required": [
      "S",
      "T",
      "r",
      "sigma"
     ],
     "properties": {
      "K": {
       "type": "number",
       "description": "Strike; include it to also price a European payoff"
      },
      "S": {
       "type": "number",
       "description": "Spot price of the underlying (> 0)"
      },
      "T": {
       "type": "number",
       "description": "Horizon in years (> 0)"
      },
      "q": {
       "type": "number",
       "description": "Continuous dividend yield as a decimal, default 0"
      },
      "r": {
       "type": "number",
       "description": "Drift or risk-free rate as a decimal"
      },
      "seed": {
       "type": "integer",
       "description": "Optional RNG seed for reproducibility"
      },
      "type": {
       "enum": [
        "call",
        "put"
       ],
       "type": "string",
       "description": "Option type for the payoff, default call"
      },
      "paths": {
       "type": "integer",
       "description": "Number of simulated paths, default 10000"
      },
      "sigma": {
       "type": "number",
       "description": "Volatility as a decimal (> 0)"
      },
      "steps": {
       "type": "integer",
       "description": "Time steps per path, default 1"
      }
     }
    }
   },
   "additionalProperties": false
  },
  "output": {
   "type": "object",
   "required": [
    "type"
   ],
   "properties": {
    "type": {
     "type": "string"
    },
    "example": {
     "type": "object"
    }
   }
  }
 }
}
```

## More

- Live health (JSON, refreshed every minute): https://www.zero.xyz/c/monte-carlo-option-pricing-simulator-e05d3dd5/health.json
- [Zero catalog index](https://www.zero.xyz/llms.txt)
- [Other services from api.agentstools.dev](https://www.zero.xyz/host/api.agentstools.dev/llms.txt)