Black-Scholes option price and Greeks (delta, gamma, vega, theta) from JSON keys
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%).
Answeringour last check, 2026-09-24
1 of 1checks answered this week
758 msmedian answer time
$0.011listed price per call
$0.011price 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://api.edifiedlab.com/v1/market/black-scholes
| Category | Market data |
|---|---|
| Provider host | api.edifiedlab.com |
| 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 | $0.011 | 758 ms |
Example input (from the provider)
{
"body": {
"is_call": true,
"sigma": 0.2,
"spot": 100,
"strike": 100,
"tau": 0.25
},
"bodyType": "json",
"method": "POST",
"type": "http"
}
Promised output schema (from the provider)
{
"$schema": "https://json-schema.org/draft/2020-12/schema",
"properties": {
"input": {
"additionalProperties": false,
"properties": {
"body": {
"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": "\u2202price/\u2202sigma 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"
}