Black-Scholes European option calculator
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.
Answeringour last check, 2026-09-24
1 of 1checks answered this week
974 msmedian answer time
$0.003listed price per call
$0.003price 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
GET https://api.agentstools.dev/quant/options
| Category | Market data |
|---|---|
| Provider host | api.agentstools.dev |
| Networks | eip155:8453 |
| Payment schemes | exact |
| Self-reported calls, 30 days | 1 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 | $0.003 | 974 ms |
Example input (from the provider)
{
"method": "GET",
"queryParams": {
"K": 100,
"S": 100,
"T": 1,
"op": "greeks",
"r": 0.05,
"sigma": 0.2,
"type": "call"
},
"type": "http"
}
Promised output schema (from the provider)
{
"$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"
}