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Option Payoff Points
x402
Option Payoff Points is a paid API for AI agents from api.delx.ai, paid per call via x402, $0.001/call, status unknown (last checked 2026-09-15).
Computes spot-to-payoff data points for multi-leg options strategies using local closed-form math, suitable for drawing payoff diagrams offline.
Price / call$0.001
Success—
StatusUnknown
How this service works
Payoff points for multi-leg options at sample spots. Call when diagramming a structured option package offline. Returns points list of spot→payoff as deterministic JSON for $0.001 USDC via x402 on Base. First-party local math only—no RPC, live market feed, API keys, storage, or mediagen. Advisory only; the caller owns capital, risk, and production controls.
Output
Returns a JSON list of {spot, payoff} pairs — one entry per sampled spot price — computed deterministically from the supplied legs using local closed-form math. Each payoff reflects the net profit/loss across all legs at expiration at that spot, accounting for strikes, quantities, and premiums.
Example use cases
Visualizing iron condor payoff
“I want to diagram an iron condor — I'm selling a call at strike 115 (premium 3) and a put at 95 (premium 3), and buying a call at 120 (premium 1) and a put at 90 (premium 1), all qty 1. Can you compute the payoff points at spots from 80 to 130 in increments of 5?”
Comparing straddle risk/reward
“Show me the payoff curve for a long straddle — I bought a call and a put both at strike 100, each with a premium of 4 and qty 1. Sample the payoff at spots 70, 80, 90, 100, 110, 120, 130.”
Checking covered call breakeven
“Calculate the payoff points for a covered call strategy: I'm long 1 unit of stock effectively (modeled as a deep ITM call at strike 50, premium 50) and short a call at strike 110 with premium 3, qty 1. Give me payoff at spots 80, 90, 100, 110, 120, 130.”
Technical details
Endpoint
POSThttps://api.delx.ai/api/v1/x402/option-payoff-pointsWhen to prefer
Choose this endpoint when you need fast, deterministic, offline payoff calculations for multi-leg options strategies without any live market data, RPC calls, or API keys. Ideal for generating payoff diagram data for visualization, risk illustration, or educational purposes. Preferred over live-pricing endpoints when you only need expiration payoff math and not real-time greeks or market quotes.
Side effects
- Missing or malformed legs array — returns error if type, strike, qty, or premium fields are absent
- Empty spots array — no payoff points returned
- Invalid option type string (must be 'call' or 'put') — may return error or zero payoff
- Network or payment failure via x402 protocol — no result returned
- Extreme strike/spot values causing floating-point edge cases
Input
Schema · Request body
| Field | Type | Description |
|---|---|---|
| legs | array | Option legs [{type,strike,qty,premium}] |
| spots | array | Spot samples for payoff diagram |
Output
Schema · Response
{
"type": "json",
"example": {
"points": [
{
"spot": 90,
"payoff": -2
},
{
"spot": 100,
"payoff": -2
},
{
"spot": 110,
"payoff": 8
}
],
"schema": "delx/util-option-payoff-points/v1"
}
}Tags
x402
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