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Numora Financial Options Pricing API
x402
Numora Financial Options Pricing API is a paid API for AI agents from numormo.vercel.app, paid per call via x402, $0.1/call, status unknown (last checked 2026-09-14).
Computes Black-Scholes option pricing (price, Greeks, and related metrics) 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 a boolean 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
Pricing a covered call before writing
“I'm thinking of writing a covered call on a stock trading at $200, with a strike of $210, expiry in 3 months (0.25 years), a risk-free rate of 4.5%, and volatility of 30% — what's the fair price of that call?”
Evaluating a put option for portfolio hedging
“Calculate the Black-Scholes price of a put option where the underlying is at $95, strike is $90, time to expiry is 0.75 years, risk-free rate is 3%, and volatility is 20%.”
Sensitivity analysis for options desk
“Give me the full pricing breakdown for a call option: spot $500, strike $520, 60 days to expiry (that's about 0.164 years), risk-free rate 5.25%, and sigma of 35% — I need the price and all the Greeks.”
Technical details
Endpoint
POSThttps://numormo.vercel.app/api/financial/optionsWhen to prefer
Choose this endpoint when you need fast, self-contained Black-Scholes option pricing with no external market data dependencies — ideal for scenarios where you already have the parameters (spot, strike, vol, rate, expiry) and need a pure mathematical computation. Prefer this over broker APIs or market-data-dependent pricers when you want deterministic, reproducible results for a single contract priced at $0.10 USDC per call.
Side effects
- Missing required fields (K, S, T, r, type, sigma) returns a validation error
- Invalid option type (not 'call' or 'put') returns an enum validation error
- Negative time-to-expiry or volatility may cause mathematical domain errors
- Zero or negative spot/strike prices may produce undefined results
- Payment failure via x402 micropayment returns a 402 response before computation
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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