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Quant Options

by quant-options in Markets & finance

x402 APIPassing, checked 5 h ago

Black-Scholes European option calculator: fair price, all greeks (delta, gamma, vega, theta, rho), or implied volatility from a market price. Pure computation over your inputs.

GET https://api.agentstools.dev/quant/options

Last 30 days

All checks passedSome failedAll failedNot checked
Uptime
100%
Response time
28 ms typical, 28 ms slowest 5%
Last check
5 h ago
Next check
any minute now

How to call it

# See the payment challenge (nothing is charged)
curl -i -X GET "https://api.agentstools.dev/quant/options?K=100&S=100&T=1&op=greeks&r=0.05&sigma=0.2&type=call"
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%2Fapi.agentstools.dev%2Fquant%2Foptions
const res = await pay("https://api.agentstools.dev/quant/options?K=100&S=100&T=1&op=greeks&r=0.05&sigma=0.2&type=call");
console.log(await res.json());

Example input

{
  "K": 100,
  "S": 100,
  "T": 1,
  "op": "greeks",
  "r": 0.05,
  "sigma": 0.2,
  "type": "call"
}

Example output

{
  "delta": 0.6368,
  "disclaimer": "computation only, not financial advice",
  "gamma": 0.0188,
  "op": "greeks",
  "price": 10.4506,
  "rho": 0.5323,
  "theta": -0.0176,
  "type": "call",
  "vega": 0.3752
}

Security scan

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

Recent checks

WhenResultHTTPTimePrice
5 h agoPassed40228 ms$0.003