api.agentstools.dev
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.
Offering
- Provider
- api.agentstools.dev
- Method
- GET
- Offering type
- Api Endpoint
- Transport type
- http
- Category
- Financial Analysis
- Delivery
- Not provided
- Pricing model
- Not provided
- x402 version
- 2
Endpoint context
- URL
https://api.agentstools.dev/quant/options- MIME type
- application/json
- First seen
- 2026-10-16T01:50:14.534Z
- Last seen
- Tags
- quant, options, black-scholes, greeks, implied-volatility, Derivatives
Payment pricing
x402 payment terms are the authoritative price for calling this endpoint.
- Payment option 1
- 0.003 USDC
Atomic price: 3000 · Network: eip155:8453 · Asset: USDC · Scheme: exact
Raw x402 terms
[
{
"scheme": "exact",
"network": "eip155:8453",
"asset": "0x833589fCD6eDb6E08f4c7C32D4f71b54bdA02913",
"amount": "3000",
"payTo": "0xF22e558a00D91Ee12A1F50C52186FecB8dDFf493"
}
]Observed health
- Status
- Healthy
- Latest latency
- 367 ms
- Average latency
- 760 ms
- HTTP status
- 402
- Last checked
- Reachability
- 100% over 13 checks
Latency is measured to the first response headers. A reachable result does not verify response accuracy or merchant identity.
Input schema
{
"type": "object",
"properties": {
"type": {
"type": "string",
"const": "http"
},
"method": {
"type": "string",
"enum": [
"GET",
"HEAD",
"DELETE"
]
},
"queryParams": {
"type": "object",
"properties": {
"op": {
"type": "string",
"enum": [
"price",
"greeks",
"iv"
],
"description": "price returns the fair value; greeks returns price plus all greeks; iv solves for implied volatility"
},
"S": {
"type": "number",
"description": "Spot price of the underlying (> 0)"
},
"K": {
"type": "number",
"description": "Strike price (> 0)"
},
"T": {
"type": "number",
"description": "Time to expiry in years (> 0)"
},
"r": {
"type": "number",
"description": "Risk-free rate, continuous, as a decimal"
},
"sigma": {
"type": "number",
"description": "Volatility as a decimal (needed for price and greeks)"
},
"q": {
"type": "number",
"description": "Continuous dividend yield as a decimal, default 0"
},
"type": {
"type": "string",
"enum": [
"call",
"put"
],
"description": "Option type, default call"
},
"market_price": {
"type": "number",
"description": "Observed option price, used for op=iv instead of sigma"
}
},
"required": [
"op",
"S",
"K",
"T",
"r"
]
}
},
"required": [
"type",
"method"
],
"additionalProperties": false
}Output schema
{
"$schema": "https://json-schema.org/draft/2020-12/schema",
"properties": {
"input": {
"additionalProperties": false,
"properties": {
"method": {
"enum": [
"GET",
"HEAD",
"DELETE"
],
"type": "string"
},
"queryParams": {
"properties": {
"K": {
"description": "Strike price (> 0)",
"type": "number"
},
"S": {
"description": "Spot price of the underlying (> 0)",
"type": "number"
},
"T": {
"description": "Time to expiry in years (> 0)",
"type": "number"
},
"market_price": {
"description": "Observed option price, used for op=iv instead of sigma",
"type": "number"
},
"op": {
"description": "price returns the fair value; greeks returns price plus all greeks; iv solves for implied volatility",
"enum": [
"price",
"greeks",
"iv"
],
"type": "string"
},
"q": {
"description": "Continuous dividend yield as a decimal, default 0",
"type": "number"
},
"r": {
"description": "Risk-free rate, continuous, as a decimal",
"type": "number"
},
"sigma": {
"description": "Volatility as a decimal (needed for price and greeks)",
"type": "number"
},
"type": {
"description": "Option type, default call",
"enum": [
"call",
"put"
],
"type": "string"
}
},
"required": [
"op",
"S",
"K",
"T",
"r"
],
"type": "object"
},
"type": {
"const": "http",
"type": "string"
}
},
"required": [
"type",
"method"
],
"type": "object"
},
"output": {
"properties": {
"example": {
"type": "object"
},
"type": {
"type": "string"
}
},
"required": [
"type"
],
"type": "object"
}
},
"required": [
"input"
],
"type": "object"
}