Price a European option (call or put) with the Black-Scholes-Merton model, plus the gre…
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 i…
by agent402.tools · discovered, not yet claimed by its owner · updated 2026-10-08
Mirrored from Coinbase's public x402 Bazaar. The description is the provider's own text and has not been reviewed here; the payment requirements are copied as published.
What it does
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.
Tags: data · finance · options · black-scholes · derivatives · bazaar · builder-code · payment-identifier
Call contract
- Method
- POST
- Input
- json
- Output
- json
- Last paid call
- 2026-10-08
{
"dividendYield": 0,
"riskFreeRate": 0.05,
"spot": 100,
"strike": 100,
"timeToExpiryYears": 1,
"type": "call",
"volatility": 0.2
}{
"d1": 0.35,
"d2": 0.15,
"delta": 0.6368,
"gamma": 0.0188,
"price": 10.4506,
"rho": 53.2325,
"theta": -6.414,
"type": "call",
"vega": 37.524
}Use with an agent
- Discover. Agents find this listing with
GET https://bazaar.saylorinnovations.com/discovery/search?query=…, the MCP toolsearch_resources, or/discovery/resources. - Inspect. Fetch
/resources/28125.jsonfor the price and payment options. - Pay. Call
GET https://agent402.tools/api/black-scholes. The provider answers402with its payment requirements. An x402 client signs one of the options below and retries withPAYMENT-SIGNATURE. - Execute. The provider returns
200with the data. Agent Bazaar is not in the request path and never sees your payment.
For humans
You don't need an account or an API key; you need a wallet holding a small amount of USDC on Base, Polygon, Arbitrum One, eip155:143, Avalanche, eip155:1329, Optimism, eip155:4663, eip155:42220, Solana, stellar:pubnet, algorand:wGHE2Pwdvd7S12BL5FaOP20EGYesN73ktiC1qzkkit8=, and an x402-capable client (see the examples below). Call the endpoint unpaid first to see exactly what it asks for.
Pricing & payment
- Price
- $0.002 / request
- Protocol
- x402 v2
- Auth
- No account or API key. Pay per request.
- Networks
- Base, Polygon, Arbitrum One, eip155:143, Avalanche, eip155:1329, Optimism, eip155:4663, eip155:42220, Solana, stellar:pubnet, algorand:wGHE2Pwdvd7S12BL5FaOP20EGYesN73ktiC1qzkkit8=
- Demand
- 3 calls · 3 unique payers in 30d (public x402 Bazaar data)
x402 payment requirements
| Scheme | Network | Asset | Amount | Pay to | Timeout |
|---|---|---|---|---|---|
| exact | Base eip155:8453 | USDC | $0.002 | 0xaBF4FAbd7c416fB67202E5f9002389Fc75e2a9D0 | 300s |
| exact | Polygon eip155:137 | USDC | $0.002 | 0xaBF4FAbd7c416fB67202E5f9002389Fc75e2a9D0 | 300s |
| exact | Arbitrum One eip155:42161 | USDC | $0.002 | 0xaBF4FAbd7c416fB67202E5f9002389Fc75e2a9D0 | 300s |
| exact | eip155:143 eip155:143 | 0x754704Bc059F8C67012fEd69BC8A327a5aafb603 | 2000 | 0xaBF4FAbd7c416fB67202E5f9002389Fc75e2a9D0 | 300s |
| exact | Avalanche eip155:43114 | 0xB97EF9Ef8734C71904D8002F8b6Bc66Dd9c48a6E | 2000 | 0xaBF4FAbd7c416fB67202E5f9002389Fc75e2a9D0 | 300s |
| exact | eip155:1329 eip155:1329 | 0xe15fC38F6D8c56aF07bbCBe3BAf5708A2Bf42392 | 2000 | 0xaBF4FAbd7c416fB67202E5f9002389Fc75e2a9D0 | 300s |
| exact | Optimism eip155:10 | 0x0b2C639c533813f4Aa9D7837CAf62653d097Ff85 | 3000 | 0xaBF4FAbd7c416fB67202E5f9002389Fc75e2a9D0 | 300s |
| exact | eip155:4663 eip155:4663 | 0x5fc5360D0400a0Fd4f2af552ADD042D716F1d168 | 2000 | 0xaBF4FAbd7c416fB67202E5f9002389Fc75e2a9D0 | 300s |
| exact | eip155:42220 eip155:42220 | 0xcebA9300f2b948710d2653dD7B07f33A8B32118C | 2000 | 0xaBF4FAbd7c416fB67202E5f9002389Fc75e2a9D0 | 300s |
| upto | Base eip155:8453 | USDC | $0.002 | 0xaBF4FAbd7c416fB67202E5f9002389Fc75e2a9D0 | 300s |
| exact | Solana solana:5eykt4UsFv8P8NJdTREpY1vzqKqZKvdp | USDC | $0.002 | J7aN3PLJnTCF5qpEnvJHJsnCjcGuqC2rYtEM8Gv3xwg | 300s |
| exact | stellar:pubnet stellar:pubnet | CCW67TSZV3SSS2HXMBQ5JFGCKJNXKZM7UQUWUZPUTHXSTZLEO7SJMI75 | 20000 | GDNJXCKW7ZM7GEEVP674TWPU26YJNBQ2FI4ZIPRKTPTNUEJMDHFJWWRL | 300s |
| exact | algorand:wGHE2Pwdvd7S12BL5FaOP20EGYesN73ktiC1qzkkit8= algorand:wGHE2Pwdvd7S12BL5FaOP20EGYesN73ktiC1qzkkit8= | 31566704 | 2000 | C7IIHG7SPLPZ5H7ZT6HW3UV2OQMQQE6Y2HBNGZXSLRJULE42BEE2OY2XIE | 300s |
accepts[] (raw JSON)
[
{
"scheme": "exact",
"network": "eip155:8453",
"payTo": "0xaBF4FAbd7c416fB67202E5f9002389Fc75e2a9D0",
"asset": "0x833589fCD6eDb6E08f4c7C32D4f71b54bdA02913",
"amount": "2000",
"amountUsd": 0.002,
"maxTimeoutSeconds": 300
},
{
"scheme": "exact",
"network": "eip155:137",
"payTo": "0xaBF4FAbd7c416fB67202E5f9002389Fc75e2a9D0",
"asset": "0x3c499c542cEF5E3811e1192ce70d8cC03d5c3359",
"amount": "2000",
"amountUsd": 0.002,
"maxTimeoutSeconds": 300
},
{
"scheme": "exact",
"network": "eip155:42161",
"payTo": "0xaBF4FAbd7c416fB67202E5f9002389Fc75e2a9D0",
"asset": "0xaf88d065e77c8cC2239327C5EDb3A432268e5831",
"amount": "2000",
"amountUsd": 0.002,
"maxTimeoutSeconds": 300
},
{
"scheme": "exact",
"network": "eip155:143",
"payTo": "0xaBF4FAbd7c416fB67202E5f9002389Fc75e2a9D0",
"asset": "0x754704Bc059F8C67012fEd69BC8A327a5aafb603",
"amount": "2000",
"maxTimeoutSeconds": 300
},
{
"scheme": "exact",
"network": "eip155:43114",
"payTo": "0xaBF4FAbd7c416fB67202E5f9002389Fc75e2a9D0",
"asset": "0xB97EF9Ef8734C71904D8002F8b6Bc66Dd9c48a6E",
"amount": "2000",
"maxTimeoutSeconds": 300
},
{
"scheme": "exact",
"network": "eip155:1329",
"payTo": "0xaBF4FAbd7c416fB67202E5f9002389Fc75e2a9D0",
"asset": "0xe15fC38F6D8c56aF07bbCBe3BAf5708A2Bf42392",
"amount": "2000",
"maxTimeoutSeconds": 300
},
{
"scheme": "exact",
"network": "eip155:10",
"payTo": "0xaBF4FAbd7c416fB67202E5f9002389Fc75e2a9D0",
"asset": "0x0b2C639c533813f4Aa9D7837CAf62653d097Ff85",
"amount": "3000",
"maxTimeoutSeconds": 300
},
{
"scheme": "exact",
"network": "eip155:4663",
"payTo": "0xaBF4FAbd7c416fB67202E5f9002389Fc75e2a9D0",
"asset": "0x5fc5360D0400a0Fd4f2af552ADD042D716F1d168",
"amount": "2000",
"maxTimeoutSeconds": 300
},
{
"scheme": "exact",
"network": "eip155:42220",
"payTo": "0xaBF4FAbd7c416fB67202E5f9002389Fc75e2a9D0",
"asset": "0xcebA9300f2b948710d2653dD7B07f33A8B32118C",
"amount": "2000",
"maxTimeoutSeconds": 300
},
{
"scheme": "upto",
"network": "eip155:8453",
"payTo": "0xaBF4FAbd7c416fB67202E5f9002389Fc75e2a9D0",
"asset": "0x833589fCD6eDb6E08f4c7C32D4f71b54bdA02913",
"amount": "2000",
"amountUsd": 0.002,
"maxTimeoutSeconds": 300
},
{
"scheme": "exact",
"network": "solana:5eykt4UsFv8P8NJdTREpY1vzqKqZKvdp",
"payTo": "J7aN3PLJnTCF5qpEnvJHJsnCjcGuqC2rYtEM8Gv3xwg",
"asset": "EPjFWdd5AufqSSqeM2qN1xzybapC8G4wEGGkZwyTDt1v",
"amount": "2000",
"amountUsd": 0.002,
"maxTimeoutSeconds": 300
},
{
"scheme": "exact",
"network": "stellar:pubnet",
"payTo": "GDNJXCKW7ZM7GEEVP674TWPU26YJNBQ2FI4ZIPRKTPTNUEJMDHFJWWRL",
"asset": "CCW67TSZV3SSS2HXMBQ5JFGCKJNXKZM7UQUWUZPUTHXSTZLEO7SJMI75",
"amount": "20000",
"maxTimeoutSeconds": 300
},
{
"scheme": "exact",
"network": "algorand:wGHE2Pwdvd7S12BL5FaOP20EGYesN73ktiC1qzkkit8=",
"payTo": "C7IIHG7SPLPZ5H7ZT6HW3UV2OQMQQE6Y2HBNGZXSLRJULE42BEE2OY2XIE",
"asset": "31566704",
"amount": "2000",
"maxTimeoutSeconds": 300
}
]Schemas
Output schema (JSON Schema)
{
"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"
}Example shape — generated from the schema, not a captured live response
{
"example": {
"d1": 0,
"d2": 0,
"delta": 0,
"gamma": 0,
"price": 0,
"rho": 0,
"theta": 0,
"type": "string",
"vega": 0
},
"type": "string"
}Examples
curl -X POST 'https://agent402.tools/api/black-scholes' -H 'Content-Type: application/json' --data '{"dividendYield":0,"riskFreeRate":0.05,"spot":100,"strike":100,"timeToExpiryYears":1,"type":"call","volatility":0.2}'
# -> 402 Payment Required; read PAYMENT-REQUIRED
# retry the identical request with PAYMENT-SIGNATUREconst res = await fetch("https://agent402.tools/api/black-scholes", {
"method": "POST",
"headers": {
"content-type": "application/json"
},
"body": "{\"dividendYield\":0,\"riskFreeRate\":0.05,\"spot\":100,\"strike\":100,\"timeToExpiryYears\":1,\"type\":\"call\",\"volatility\":0.2}"
});
if (res.status === 402) {
const { accepts } = await res.json();
// pay one of accepts[] via an x402 client, then retry with the payment header
}import httpx
import json
res = httpx.request("POST", "https://agent402.tools/api/black-scholes", json=json.loads("{\"dividendYield\":0,\"riskFreeRate\":0.05,\"spot\":100,\"strike\":100,\"timeToExpiryYears\":1,\"type\":\"call\",\"volatility\":0.2}"))
if res.status_code == 402:
accepts = res.json()["accepts"]
# pay one of accepts[] via an x402 client, then retry with the payment headerDetails
- Provider
- agent402.tools
- Endpoint
- https://agent402.tools/api/black-scholes
- Machine-readable
/resources/28125.json