# Neuroterminal Option Price & Greeks Calculator

> Neuroterminal Option Price & Greeks Calculator is a paid API for AI agents from api.neuroterminal.xyz, paid per call via x402, $0.02/call, status unknown (last checked 2026-09-14).

Computes the theoretical price and Greeks (delta, gamma, theta, vega) for a European-style call or put option using the Black-Scholes model

## Facts

- Endpoint: GET https://api.neuroterminal.xyz/v1/option-price
- Price: $0.02/call
- Payment: x402
- Status: unknown
- Last checked: 2026-09-14
- Activations on Zero: 0
- Tags: x402
- Canonical page: https://www.zero.xyz/c/neuroterminal-option-price-greeks-calculator-62732fa0
- Structured record (JSON): https://api.zero.xyz/v1/capabilities/cap_mpp4GjioG29Z8N0-bNDux

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 neuroterminal-option-price-greeks-calculator-62732fa0
```

Example prompt: Calculate the price and Greeks for a call option with a spot price of 150, strike of 155, 0.25 years to expiry, volatility of 0.20, and a risk-free rate of 0.05.

## When to prefer this

Use this endpoint when you need fast, stateless Black-Scholes option pricing and Greeks without signing up for a brokerage API or a financial data subscription. It's ideal for AI agents that need to evaluate option fair value, compute hedge ratios, or extract implied volatility on-the-fly with pay-per-call USDC micropayments and no API key overhead.

## Known failure modes

- Missing required parameters (spot, strike, years) returns a 400-level error
- Providing both vol and price simultaneously may return ambiguous or undefined behavior
- Non-positive values for spot, strike, or years may cause mathematical errors in Black-Scholes
- Payment failure or insufficient USDC balance causes a 402 Payment Required response
- Very deep in-the-money or out-of-the-money options with extreme parameters may yield near-degenerate Greeks

## How this service works

Paid HTTP endpoints for AI agents, settled in USDC on Base via the x402 protocol. No account, no API key — pay per call.

## Output

Returns a JSON object containing the option's theoretical price plus four Greeks: delta (directional sensitivity), gamma (delta curvature), theta (time decay per day), and vega (sensitivity to volatility). If a market price is supplied instead of volatility, the implied volatility is solved and returned.

## 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"
     ],
     "type": "string"
    },
    "queryParams": {
     "type": "object",
     "required": [
      "spot",
      "strike",
      "years"
     ],
     "properties": {
      "vol": {
       "type": "number",
       "description": "omit and pass price= to solve implied vol"
      },
      "rate": {
       "type": "number"
      },
      "spot": {
       "type": "number"
      },
      "type": {
       "enum": [
        "call",
        "put"
       ],
       "type": "string"
      },
      "price": {
       "type": "number"
      },
      "years": {
       "type": "number"
      },
      "strike": {
       "type": "number"
      },
      "dividend": {
       "type": "number"
      }
     }
    }
   },
   "additionalProperties": false
  },
  "output": {
   "type": "object",
   "required": [
    "type"
   ],
   "properties": {
    "type": {
     "type": "string"
    },
    "example": {
     "type": "object"
    }
   }
  }
 }
}
```

## Response schema (JSON Schema)

```json
{
 "type": "json",
 "example": {
  "vega": 0.37524,
  "delta": 0.636831,
  "gamma": 0.018762,
  "price": 10.4506,
  "theta": -0.017573
 }
}
```

## More

- Live health (JSON, refreshed every minute): https://www.zero.xyz/c/neuroterminal-option-price-greeks-calculator-62732fa0/health.json
- [Zero catalog index](https://www.zero.xyz/llms.txt)
- [Other services from api.neuroterminal.xyz](https://www.zero.xyz/host/api.neuroterminal.xyz/llms.txt)