66trust / 100

Market Black Scholes

by api.edifiedlab.com in Markets & finance

x402 APIPassing, checked 6 h ago

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%).

POST
https://api.edifiedlab.com/v1/market/black-scholes
Price
$0.011
per call in USDC
Uptime
79.3%
last 30 days
Response time
515 ms
588 ms slowest 5%
Last check
Passed
6 h ago, next any minute now

Run a free test callHow to call it

Reliability

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How to call it

POST https://api.edifiedlab.com/v1/market/black-scholes

Each call costs $0.011 in USDC on Base, paid with the request over x402.

Run a free test callOne unpaid request, the way an agent sends it. You see the payment challenge it gets back. Nothing is charged.

Example request

From the listing.

POST https://api.edifiedlab.com/v1/market/black-scholes
content-type: application/json

{
  "is_call": true,
  "sigma": 0.2,
  "spot": 100,
  "strike": 100,
  "tau": 0.25
}

Parameters

ParameterTypeRequiredDescription
is_callbooleanYestrue for a call, false for a put
ratenumberNoannualized risk-free rate (optional; default 0) Default: 0.
sigmanumberYesannualized volatility
spotnumberYes
strikenumberYes
taunumberYestime to expiry in years (3-month = 0.25)

Example response

The provider's example. We can't check it without paying.

{
  "action": "calculate",
  "delta": 0.5199388058,
  "gamma": 0.0398443914,
  "payload": "black_scholes",
  "price": 3.9877611677,
  "theta_per_day": -0.0218325432,
  "vega": 19.9221957047
}

Call it from code

The curl command shows the payment challenge. The JavaScript and Python versions pay and call, and never pay more than $0.011.

curl: see the payment challenge
# bash or zsh: see the payment challenge. Nothing is charged.
curl -sS -g -i -X POST 'https://api.edifiedlab.com/v1/market/black-scholes' \
  -H 'content-type: application/json' \
  --data-raw '{"is_call":true,"sigma":0.2,"spot":100,"strike":100,"tau":0.25}'

# x402 v2 sends the challenge base64-encoded in the PAYMENT-REQUIRED header (v1 sends it in the body).
# To read the header:
curl -sS -g -o /dev/null -D - -X POST 'https://api.edifiedlab.com/v1/market/black-scholes' \
  -H 'content-type: application/json' \
  --data-raw '{"is_call":true,"sigma":0.2,"spot":100,"strike":100,"tau":0.25}' \
  | grep -i '^payment-required:' | cut -d' ' -f2 | tr -d '\r' | base64 --decode
JavaScript: pay and call
// npm i @x402/fetch @x402/evm viem
import { wrapFetchWithPayment, x402Client } from "@x402/fetch";
import { registerExactEvmScheme } from "@x402/evm/exact/client";
import { privateKeyToAccount } from "viem/accounts";

// Pays at most $0.011 per call.
const client = new x402Client().setSpendControls({ maxAmountPerPayment: "$0.011" });
registerExactEvmScheme(client, { signer: privateKeyToAccount(process.env.EVM_PRIVATE_KEY) });
const pay = wrapFetchWithPayment(fetch, client);

// Not sure it's safe to pay? ToolVet checks it first for $0.005. Pay for that from a separate
// client: this one is capped at $0.011 per payment. GET https://toolvet.app/api/v1/check?url=https%3A%2F%2Fapi.edifiedlab.com%2Fv1%2Fmarket%2Fblack-scholes&method=POST
const res = await pay("https://api.edifiedlab.com/v1/market/black-scholes", {
  method: "POST",
  headers: { "content-type": "application/json" },
  body: JSON.stringify({
    "is_call": true,
    "sigma": 0.2,
    "spot": 100,
    "strike": 100,
    "tau": 0.25
  }),
});
console.log(res.status, await res.text());
Python: pay and call
# pip install "x402[requests,evm]"
import os
from eth_account import Account
from x402 import x402ClientSync
from x402.http.clients import x402_requests
from x402.mechanisms.evm import EthAccountSigner
from x402.mechanisms.evm.exact.register import register_exact_evm_client

# Pays at most $0.011 per call.
client = x402ClientSync().set_spend_controls({"max_amount_per_payment": "$0.011"})
register_exact_evm_client(client, EthAccountSigner(Account.from_key(os.environ["EVM_PRIVATE_KEY"])))

with x402_requests(client) as session:
    res = session.post(
        "https://api.edifiedlab.com/v1/market/black-scholes",
        json={
            "is_call": True,
            "sigma": 0.2,
            "spot": 100,
            "strike": 100,
            "tau": 0.25,
        },
    )
    print(res.status_code, res.text)

Security scan

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Recent checks

WhenResultHTTPTimePrice
6 h agoPassed402521 ms$0.011
17 h agoPassed402518 ms$0.011
28 h agoPassed402548 ms$0.011
38 h agoPassed402487 ms$0.011
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4 days agoPassed402516 ms$0.011
4 days agoPassed402515 ms$0.011
4 days agoPassed402588 ms$0.011
4 days agoPassed402529 ms$0.011
5 days agoPassed402538 ms$0.011