Price a European option (call or put) with the Black-Scholes-Merton model, plus
Price a European option (call or put) with the Black-Scholes-Merton model, plus the greeks (delta, gamma, vega, theta, rho). Continuous dividend yield supported. Greeks are per unit: theta is per year, vega per 1.00 change in volatility, rho per 1.00 change in rate. Deterministic - matches standard references to the cent.
Answeringour last check, 2026-09-24
1 of 1checks answered this week
949 msmedian answer time
$0.002listed price per call
$0.002price it asked us
Paid test badge: not yet. The checks above are free: we call the tool without paying and read the payment request it sends back. The Verified badge needs paid calls whose answers match the promised output, and nobody can buy a badge.
Endpoint
POST https://agent402.tools/api/black-scholes
| Category | Market data |
|---|---|
| Provider host | agent402.tools |
| Networks | algorand:wGHE2Pwdvd7S12BL5FaOP20EGYesN73ktiC1qzkkit8=, eip155:10, eip155:1329, eip155:137, eip155:143, eip155:42161, eip155:42220, eip155:43114, eip155:4663, eip155:8453, solana:5eykt4UsFv8P8NJdTREpY1vzqKqZKvdp, stellar:pubnet |
| Payment schemes | exact, upto |
| Self-reported calls, 30 days | 5 from 1 payers (the provider's figure, not ours) |
Our checks, last 30 days
| Day | Result | HTTP | Asked | Time |
|---|---|---|---|---|
| 2026-09-24 | valid payment request | 402 | $0.002 | 949 ms |
Example input (from the provider)
{
"body": {
"dividendYield": 0,
"riskFreeRate": 0.05,
"spot": 100,
"strike": 100,
"timeToExpiryYears": 1,
"type": "call",
"volatility": 0.2
},
"bodyType": "json",
"method": "POST",
"type": "http"
}
Promised output schema (from the provider)
{
"$schema": "https://json-schema.org/draft/2020-12/schema",
"properties": {
"input": {
"additionalProperties": false,
"properties": {
"body": {
"properties": {
"dividendYield": {
"description": "Continuous dividend yield as decimal (q). Default 0.",
"type": "number"
},
"riskFreeRate": {
"description": "Annual risk-free rate as decimal (r)",
"type": "number"
},
"spot": {
"description": "Current underlying price (S)",
"type": "number"
},
"strike": {
"description": "Strike price (K)",
"type": "number"
},
"timeToExpiryYears": {
"description": "Time to expiry in years (T)",
"type": "number"
},
"type": {
"description": "\"call\" or \"put\"",
"type": "string"
},
"volatility": {
"description": "Annual volatility as decimal (sigma)",
"type": "number"
}
},
"required": [
"type",
"spot",
"strike",
"timeToExpiryYears",
"riskFreeRate",
"volatility"
]
},
"bodyType": {
"enum": [
"json",
"form-data",
"text"
],
"type": "string"
},
"method": {
"enum": [
"POST"
],
"type": "string"
},
"type": {
"const": "http",
"type": "string"
}
},
"required": [
"type",
"method",
"bodyType",
"body"
],
"type": "object"
},
"output": {
"properties": {
"example": {
"properties": {
"d1": {
"type": "number"
},
"d2": {
"type": "number"
},
"delta": {
"type": "number"
},
"gamma": {
"type": "number"
},
"price": {
"type": "number"
},
"rho": {
"type": "number"
},
"theta": {
"type": "number"
},
"type": {
"type": "string"
},
"vega": {
"type": "number"
}
},
"required": [
"type",
"price",
"delta",
"gamma",
"vega",
"theta",
"rho",
"d1",
"d2"
],
"type": "object"
},
"type": {
"type": "string"
}
},
"required": [
"type"
],
"type": "object"
}
},
"required": [
"input"
],
"type": "object"
}