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Option Pricer & Greeks (Black-Scholes)
x402
Option Pricer & Greeks (Black-Scholes) is a paid API for AI agents from bess-x402.onrender.com, paid per call via x402, $0.002/call, status unknown (last checked 2026-10-30).
Calculates Black-Scholes price, Greeks (delta, gamma, vega, theta, rho), probability in the money, and breakeven for European call/put options, or solves for implied volatility from a market price.
Price / call$0.002
Success—
StatusUnknown
How this service works
Black-Scholes price and greeks (delta, gamma, vega, theta, rho) of a European call or put, probability in the money and breakeven; or the implied volatility from a market price. For stocks, FX or crypto.
Output
Returns the theoretical option price (premium), all five Greeks (delta, gamma, vega, theta, rho), probability of expiring in the money, and the breakeven price. When a market_price is supplied instead of volatility, it returns the implied volatility that matches the observed price.
Example use cases
Options trader checking live Greeks
“I'm looking at a put option on a stock at $200 spot, $195 strike, 45 days to expiry, 30% vol, and the risk-free rate is 5%. Can you give me the full Black-Scholes breakdown — price, delta, gamma, vega, theta, and the probability it expires in the money?”
Implied volatility from market price
“A call option on BTC with a $65,000 strike and spot at $63,000 is trading in the market at $2,400. It expires in 21 days and the risk-free rate is 4%. What implied volatility does that market price imply?”
FX option pricing for carry hedge
“Price a European call on EUR/USD: spot is 1.085, strike 1.10, 60 days to expiry, 8% annual volatility, 4% USD risk-free rate, and a 3% euro dividend yield. Show me the price and all Greeks.”
Technical details
Endpoint
GEThttps://bess-x402.onrender.com/v1/finance/option-price?utm_source=zero.xyzWhen to prefer
Use this endpoint when you need a fast, per-call, parameterized Black-Scholes pricer for European options across stocks, FX, or crypto without setting up a local quantitative library. It is ideal when you also need the full Greek surface and probability metrics in a single call. Prefer this over general-purpose data providers when you need implied volatility solved from a live market price.
Side effects
- Missing required parameters (spot, strike, days) returns a 400 error
- Non-positive spot, strike, or days values may produce invalid results
- Implied volatility solver may fail to converge if market_price is far from theoretical bounds
- Negative implied volatility request when market price is below intrinsic value
Input
Schema · Request body
| Field | Type | Description |
|---|---|---|
| inputrequired | object | |
| output | object |
Tags
x402
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