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mirrored listing x402 eip155:8453

Black-Scholes option price and Greeks (delta, gamma, vega, theta) from JSON keys spot, str

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%).

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11000 (raw units)
price
1
calls / 30d
1
unique payers
2026-09-16
updated

Provider

api.edifiedlab.com · discovered, not yet claimed by its owner

Payment (x402 accepts[])

[
  {
    "scheme": "exact",
    "network": "eip155:8453",
    "payTo": "0x5037546753d64F77A6fA95B6f85659B6a4A7F6FD",
    "asset": "0x833589fCD6eDb6E08f4c7C32D4f71b54bdA02913",
    "amount": "11000",
    "maxTimeoutSeconds": 600
  }
]

Output schema

{
  "bazaar": {
    "info": {
      "input": {
        "body": {
          "is_call": true,
          "sigma": 0.2,
          "spot": 100,
          "strike": 100,
          "tau": 0.25
        },
        "bodyType": "json",
        "method": "POST",
        "type": "http"
      },
      "output": {
        "example": {
          "action": "calculate",
          "delta": 0.5199388058,
          "gamma": 0.0398443914,
          "payload": "black_scholes",
          "price": 3.9877611677,
          "theta_per_day": -0.0218325432,
          "vega": 19.9221957047
        },
        "type": "json"
      }
    },
    "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"
    }
  }
}

Use it

curl

curl "https://api.edifiedlab.com/v1/market/black-scholes"
# -> 402 Payment Required, accepts[] lists how to pay
# retry with a PAYMENT-SIGNATURE (or PAYMENT header) once paid

JavaScript

const res = await fetch("https://api.edifiedlab.com/v1/market/black-scholes");
if (res.status === 402) {
  const { accepts } = await res.json();
  // pay one of accepts[] via an x402 client, then retry with the payment header
}

Python

import httpx
res = httpx.get("https://api.edifiedlab.com/v1/market/black-scholes")
if res.status_code == 402:
    accepts = res.json()["accepts"]
    # pay one of accepts[] via an x402 client, then retry with the payment header

Machine-readable

Everything on this page is also available as clean JSON at /resources/13457.json, and this resource appears in /discovery/resources and /discovery/search.