Option pricing, Black-Scholes. Price a European call and put with Black-Scholes-...
https://agent-data-tools.revmesh2074.workers.dev/options/priceOverview
Option pricing, Black-Scholes. Price a European call and put with Black-Scholes-Merton and get delta, gamma, vega (per vol point), theta (per day), rho, d1, d2 and the probability of ending in the money; or give a market price and get the implied volatility. Inputs: spot, strike, expiry date or days, volatility, interest rate and dividend or funding yield in percent. Pure arithmetic, no data source. Use for crypto, stock or FX options, to price a quote or size a hedge.
Protocol
x402
Price
$0.01
Payment Asset
USD Coin
Payment Network
eip155:8453
Category
uncategorized
Provider
Option pricing, Black-Scholes
Source
bazaar
Indexed
2026-11-07 17:08:20
Health
Status
unknown
Latency (p50)
—
Uptime (30d)
—
Reliability Score
—
Last Checked
Never
Last Healthy
Never
Consecutive Failures
0
x402 Payment Validation
Payment Requirements
—
Asset Verified
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Facilitator
—
Input Schema
{
"method": "GET",
"queryParams": {
"spot": 100,
"strike": 100
},
"type": "http"
}
Output Schema
{
"example": {
"call": {
"delta": 0.636831,
"gamma": 0.018762,
"price": 10.450584,
"probabilityItm": 0.559618,
"rho": 0.532325,
"theta": -0.017573,
"vega": 0.37524
},
"d1": 0.35,
"d2": 0.15,
"inputs": {
"dividend": 0,
"rate": 0.05,
"spot": 100,
"strike": 100,
"vol": 0.2,
"years": 1
},
"model": "Black-Scholes-Merton (European exercise)",
"put": {
"delta": -0.363169,
"gamma": 0.018762,
"price": 5.573526,
"probabilityItm": 0.440382,
"rho": -0.418905,
"theta": -0.004542,
"vega": 0.37524
}
},
"type": "json"
}