Black-Scholes price and greeks (delta, gamma, vega, theta, rho) of a European ca...
https://bess-x402.onrender.com/v1/finance/option-priceOverview
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.
Protocol
x402
Price
$0.0020
Payment Asset
USD Coin
Payment Network
eip155:8453
Category
uncategorized
Provider
Option Pricer & Greeks
Source
bazaar
Indexed
2026-10-26 02:40:26
Health
Status
healthy
Latency (p50)
380ms
Uptime (30d)
100.0%
Reliability Score
92/100
Last Checked
2026-10-31 07:19:32
Last Healthy
2026-10-31 07:19:32
Consecutive Failures
0
x402 Payment Validation
Payment Requirements
Valid
Asset Verified
Known USDC
Facilitator
—
Input Schema
{
"method": "GET",
"queryParams": {
"days": 30,
"kind": "call",
"spot": 100,
"strike": 105,
"volatility_pct": 45
},
"type": "http"
}
Output Schema
{
"example": {
"breakeven": 108.258746,
"d1": -0.288197,
"d2": -0.417208,
"days": 30,
"delta": 0.386598,
"dividend_yield_pct": 0,
"gamma": 0.029665,
"implied": false,
"intrinsic": 0,
"kind": "call",
"model": "Black-Scholes-Merton, European exercise",
"price": 3.258746,
"prob_itm": 0.338263,
"rate_pct": 4,
"rho_per_1pct": 0.029097,
"spot": 100,
"strike": 105,
"theta_per_day": -0.08617,
"time_value": 3.258746,
"vega_per_1pct": 0.109721,
"volatility_pct": 45
},
"type": "json"
}