Option Price

{
  "computedAt": "2026-01-01T00:00:00.000Z",
  "greekConvention": "raw",
  "greeks": {
    "delta": 0.63683059,
    "gamma": 0.01876202,
    "rho": 53.23248343,
    "theta": -6.41402764,
    "vega": 37.52403469
  },
  "greeksQuality": "analytic",
  "inputs": {
    "dividendYield": 0,
    "greekConvention": "raw",
    "model": "bsm",
    "optionStyle": "european",
    "optionType": "call",
    "rate": 0.05,
    "spot": 100,
    "strike": 100,
    "timeToExpiry": 1,
    "volatility": 0.2
  },
  "model": "black-scholes-merton",
  "optionStyle": "european",
  "price": 10.45057562,
  "requestId": "00000000-0000-4000-8000-000000000001",
  "timeline": {
    "calendarYearsToExpiry": 1,
    "effectiveStart": "2026-01-01T00:00:00.000Z",
    "expiration": "2027-01-01T06:00:00.000Z",
    "forwardStart": "2026-01-01T00:00:00.000Z",
    "tauYears": 1,
    "yearBasis": "ACT/365.25"
  },
  "units": {
    "delta": "dV/dS or dV/dF (share / forward equivalent)",
    "gamma": "d²V/dS² or d²V/dF²",
    "price": "option value in spot/forward currency units",
    "rho": "dV/dr per 1.0 absolute rate (not per 1%)",
    "theta": "dV/dT per year (not per day)",
    "vega": "dV/dσ per 1.0 absolute volatility (not per 1%)"
  }
}

# bash or zsh: see the payment challenge. Nothing is charged.
curl -sS -g -i -X POST 'https://derivatives-pricer-production.up.railway.app/v1/option/price' \
  -H 'content-type: application/json' \
  --data-raw '{"dividendYield":0,"optionType":"call","rate":0.05,"spot":100,"strike":100,"timeToExpiry":1,"volatility":0.2}'

# 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://derivatives-pricer-production.up.railway.app/v1/option/price' \
  -H 'content-type: application/json' \
  --data-raw '{"dividendYield":0,"optionType":"call","rate":0.05,"spot":100,"strike":100,"timeToExpiry":1,"volatility":0.2}' \
  | grep -i '^payment-required:' | cut -d' ' -f2 | tr -d '\r' | base64 --decode

// 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 $0.01 per call.
const client = new x402Client().setSpendControls({ maxAmountPerPayment: "$0.01" });
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 $0.01 per payment. GET https://toolvet.app/api/v1/check?url=https%3A%2F%2Fderivatives-pricer-production.up.railway.app%2Fv1%2Foption%2Fprice&method=POST
const res = await pay("https://derivatives-pricer-production.up.railway.app/v1/option/price", {
  method: "POST",
  headers: { "content-type": "application/json" },
  body: JSON.stringify({
    "dividendYield": 0,
    "optionType": "call",
    "rate": 0.05,
    "spot": 100,
    "strike": 100,
    "timeToExpiry": 1,
    "volatility": 0.2
  }),
});
console.log(res.status, await res.text());

# 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 $0.01 per call.
client = x402ClientSync().set_spend_controls({"max_amount_per_payment": "$0.01"})
register_exact_evm_client(client, EthAccountSigner(Account.from_key(os.environ["EVM_PRIVATE_KEY"])))

with x402_requests(client) as session:
    res = session.post(
        "https://derivatives-pricer-production.up.railway.app/v1/option/price",
        json={
            "dividendYield": 0,
            "optionType": "call",
            "rate": 0.05,
            "spot": 100,
            "strike": 100,
            "timeToExpiry": 1,
            "volatility": 0.2,
        },
    )
    print(res.status_code, res.text)