Black-Scholes option price and Greeks (delta, gamma, vega, theta) from JSON keys...
https://api.edifiedlab.com/v1/market/black-scholesOverview
Black-Scholes option price and Greeks (delta, gamma, vega, theta) from JSON keys spot, strike, tau (years; 3-month = 0.25), sigma (annualized volatility), and is_call (boolean). Pure closed-form calculation, no market data looked up or stored. vega is ∂price/∂sigma per 1.0 volatility (not per 1%).
Protocol
x402 (POST)
Price
$0.01
Payment Asset
USDC
Payment Network
eip155:8453
Category
uncategorized
Provider
Black-Scholes Calculator
Source
bazaar
Indexed
2026-09-16 13:14:06
Health
Status
degraded
Latency (p50)
344ms
Uptime (30d)
100.0%
Reliability Score
95/100
Last Checked
2026-10-27 20:12:43
Last Healthy
2026-10-17 13:16:09
Consecutive Failures
0
x402 Payment Validation
Payment Requirements
Invalid
Asset Verified
—
Facilitator
—
Input Schema
{
"body": {
"is_call": true,
"sigma": 0.2,
"spot": 100,
"strike": 100,
"tau": 0.25
},
"bodyType": "json",
"method": "POST",
"type": "http"
}
Output Schema
{
"example": {
"action": "calculate",
"delta": 0.5199388058,
"gamma": 0.0398443914,
"payload": "black_scholes",
"price": 3.9877611677,
"theta_per_day": -0.0218325432,
"vega": 19.9221957047
},
"type": "json"
}