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Numora Financial Options Pricing API
x402
Numora Financial Options Pricing API is a paid API for AI agents from numomo.vercel.app, paid per call via x402, $0.1/call, status unknown (last checked 2026-09-14).
Computes Black-Scholes options pricing (price and Greeks) for call or put options given spot price, strike, volatility, time to expiry, and risk-free rate
Price / call$0.1
Success—
StatusUnknown
How this service works
100 pure math computation endpoints for AI agents. Statistics, financial math, linear algebra, equation solving, calculus, number theory, sequence generation, and unit conversions. Zero external dependencies. x402 micropayments on Base.
Output
Returns a JSON object with success flag, a result object containing the computed option price and Greeks (delta, gamma, theta, vega, rho), and a human-readable computation description string explaining what was calculated.
Example use cases
Trader pricing a call option
“I'm looking at a call option on a stock trading at $200, with a $210 strike, 6 months to expiry, 4% risk-free rate, and 25% volatility — what's the fair Black-Scholes price?”
Hedging delta exposure
“I need to know the delta and other Greeks for a put option: spot is $80, strike $75, 3 months to expiry (0.25 years), risk-free rate 3%, volatility 18% — so I can figure out how many contracts to hedge with.”
Comparing put vs call value
“What's the theoretical Black-Scholes price for a put option with a spot of $500, strike of $490, 1 year to expiry, 5% risk-free rate, and 30% volatility?”
Technical details
Endpoint
POSThttps://numomo.vercel.app/api/financial/optionsWhen to prefer
Use this endpoint when you need fast, self-contained Black-Scholes options pricing and Greeks computation without relying on external market data feeds or financial data providers. Ideal for AI agents building financial calculators, strategy simulators, or hedging tools that supply their own market parameters. Prefer over general-purpose math libraries when you need a clean JSON API response with no setup.
Side effects
- Missing required fields (K, S, T, r, type, sigma) return validation errors
- Invalid option type string (not 'call' or 'put') causes computation failure
- Negative or zero values for S, K, T, or sigma may produce undefined mathematical results
- Very large or very small sigma values may cause numerical instability
- Network or server errors return non-200 HTTP status
Input
Schema · Request body
| Field | Type | Description |
|---|---|---|
| Krequired | number | Strike price |
| Srequired | number | Spot price |
| Trequired | number | Time to expiry (years) |
| rrequired | number | Risk-free rate |
| typerequired | string | |
| sigmarequired | number | Volatility |
Output
Schema · Response
| Field | Type | Description |
|---|---|---|
| resultrequired | object | Computation result varies by endpoint |
| successrequired | boolean | Always true on success |
| computationrequired | string | Human-readable description of what was computed |
Tags
x402
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