{"slug":"api-edifiedlab-com-v1-market-black-scholes-195d70","title":"Black-Scholes option price and Greeks (delta, gamma, vega, theta) from JSON keys","host":"api.edifiedlab.com","method":"POST","resource":"https://api.edifiedlab.com/v1/market/black-scholes","category":"market","description":"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%).","price_listed":0.011,"price_asked":0.011,"state":"answering","state_label":"Answering","checks_7d":1,"answered_7d":1,"latency_ms_median":758,"reported_calls_30d":1,"reported_payers_30d":1,"networks":["eip155:8453"],"badge":"unverified","paid_checks_7d":0,"paid_ok_7d":0,"example_input":{"body":{"is_call":true,"sigma":0.2,"spot":100,"strike":100,"tau":0.25},"bodyType":"json","method":"POST","type":"http"},"output_schema":{"$schema":"https://json-schema.org/draft/2020-12/schema","properties":{"input":{"additionalProperties":false,"properties":{"body":{"additionalProperties":false,"properties":{"is_call":{"description":"true for a call, false for a put","type":"boolean"},"rate":{"default":0,"description":"annualized risk-free rate (optional; default 0)","type":"number"},"sigma":{"description":"annualized volatility","minimum":0,"type":"number"},"spot":{"exclusiveMinimum":0,"type":"number"},"strike":{"exclusiveMinimum":0,"type":"number"},"tau":{"description":"time to expiry in years (3-month = 0.25)","minimum":0,"type":"number"}},"required":["spot","strike","tau","sigma","is_call"],"type":"object"},"bodyType":{"enum":["json","form-data","text"],"type":"string"},"method":{"enum":["POST","PUT","PATCH"],"type":"string"},"type":{"const":"http","type":"string"}},"required":["type","method","bodyType","body"],"type":"object"},"output":{"properties":{"example":{"properties":{"action":{"const":"calculate","type":"string"},"delta":{"type":"number"},"gamma":{"type":"number"},"payload":{"const":"black_scholes","type":"string"},"price":{"type":"number"},"theta_per_day":{"type":"number"},"vega":{"description":"∂price/∂sigma per 1.0 vol","type":"number"}},"required":["payload","action","price","delta","gamma","vega","theta_per_day"],"type":"object"},"type":{"type":"string"}},"required":["type"],"type":"object"}},"required":["input"],"type":"object"},"history":[{"day":"2026-09-24","reachable":true,"status":402,"valid_402":true,"asked_usdc":0.011,"price_match":true,"latency_ms":758,"error":null}],"description_full":"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%).","last_updated":"2026-09-16T12:58:39.46Z","schemes":["exact"]}