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Black Scholes

by Black-Scholes option price in Markets & finance

x402 APIPassing, checked 1 h ago

Price a European option (call or put) with the Black-Scholes-Merton model, plus the greeks (delta, gamma, vega, theta, rho). Continuous dividend yield supported. Greeks are per unit: theta is per year, vega per 1.00 change in volatility, rho per 1.00 change in rate. Deterministic - matches standard references to the cent.

POST https://agent402.tools/api/black-scholes

Last 30 days

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Uptime
100%
Response time
189 ms typical, 189 ms slowest 5%
Last check
1 h ago
Next check
any minute now

How to call it

# See the payment challenge (nothing is charged)
curl -i -X POST "https://agent402.tools/api/black-scholes" \
  -H "content-type: application/json" \
  -d '{"dividendYield":0,"riskFreeRate":0.05,"spot":100,"strike":100,"timeToExpiryYears":1,"type":"call","volatility":0.2}'
import { wrapFetchWithPayment } from "@x402/fetch";
import { x402Client } from "@x402/core/client";
import { ExactEvmScheme } from "@x402/evm/exact/client";
import { privateKeyToAccount } from "viem/accounts";

const client = new x402Client().register(
  "eip155:8453",
  new ExactEvmScheme(privateKeyToAccount(process.env.AGENT_KEY)),
);
const pay = wrapFetchWithPayment(fetch, client);

// Not sure it's safe to pay? Preflight it first for $0.005:
// GET https://toolvet.app/api/v1/check?url=https%3A%2F%2Fagent402.tools%2Fapi%2Fblack-scholes
const res = await pay("https://agent402.tools/api/black-scholes", {
  method: "POST",
  headers: { "content-type": "application/json" },
  body: JSON.stringify({"dividendYield":0,"riskFreeRate":0.05,"spot":100,"strike":100,"timeToExpiryYears":1,"type":"call","volatility":0.2}),
});
console.log(await res.json());

Example input

{
  "dividendYield": 0,
  "riskFreeRate": 0.05,
  "spot": 100,
  "strike": 100,
  "timeToExpiryYears": 1,
  "type": "call",
  "volatility": 0.2
}

Example output

{
  "d1": 0.35,
  "d2": 0.15,
  "delta": 0.6368,
  "gamma": 0.0188,
  "price": 10.4506,
  "rho": 53.2325,
  "theta": -6.414,
  "type": "call",
  "vega": 37.524
}

Security scan

  • No findings. We scan names, descriptions and tool definitions for hidden instructions and other prompt-injection patterns.

Recent checks

WhenResultHTTPTimePrice
1 h agoPassed402331 ms$0.002
7 h agoPassed402189 ms$0.002