{
  "x402Version": 2,
  "id": 13457,
  "slug": "13457",
  "resource": "https://api.edifiedlab.com/v1/market/black-scholes",
  "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%).",
  "type": "http",
  "accepts": [
    {
      "scheme": "exact",
      "network": "eip155:8453",
      "payTo": "0x5037546753d64F77A6fA95B6f85659B6a4A7F6FD",
      "asset": "0x833589fCD6eDb6E08f4c7C32D4f71b54bdA02913",
      "amount": "11000",
      "maxTimeoutSeconds": 600
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  "outputSchema": {
    "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"
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                "type": "object"
              },
              "bodyType": {
                "enum": [
                  "json",
                  "form-data",
                  "text"
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                "type": "string"
              },
              "method": {
                "enum": [
                  "POST",
                  "PUT",
                  "PATCH"
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                "type": "string"
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              "type": {
                "const": "http",
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            "required": [
              "type",
              "method",
              "bodyType",
              "body"
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            "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"
      }
    }
  },
  "tags": [
    "bazaar"
  ],
  "sourceHost": "api.edifiedlab.com",
  "lastUpdated": "2026-09-16T12:58:39.46Z",
  "quality": {
    "calls30d": 1,
    "uniquePayers30d": 1,
    "lastCalledAt": "2026-09-16T12:58:39.149Z"
  },
  "liveness": {},
  "verified": false,
  "featured": false,
  "provider": {
    "host": "api.edifiedlab.com",
    "manifest_name": "api.edifiedlab.com",
    "source": "cdp-mirror",
    "source_manifest_url": "https://api.cdp.coinbase.com/platform/v2/x402/discovery/resources",
    "submitted_at": "2026-09-18T22:00:31.484Z"
  }
}