{
  "x402Version": 2,
  "id": 29181,
  "slug": "29181",
  "resource": "https://api.agentstools.dev/quant/options",
  "description": "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.",
  "type": "http",
  "serviceName": "quant-options",
  "resourceType": "Security",
  "accepts": [
    {
      "scheme": "exact",
      "network": "eip155:8453",
      "payTo": "0xF22e558a00D91Ee12A1F50C52186FecB8dDFf493",
      "asset": "0x833589fCD6eDb6E08f4c7C32D4f71b54bdA02913",
      "amount": "3000",
      "amountUsd": 0.003,
      "maxTimeoutSeconds": 300
    }
  ],
  "outputSchema": {
    "properties": {
      "example": {
        "type": "object"
      },
      "type": {
        "type": "string"
      }
    },
    "required": [
      "type"
    ],
    "type": "object"
  },
  "extensions": {
    "bazaar": {
      "info": {
        "input": {
          "method": "GET",
          "queryParams": {
            "K": 100,
            "S": 100,
            "T": 1,
            "op": "greeks",
            "r": 0.05,
            "sigma": 0.2,
            "type": "call"
          },
          "type": "http"
        },
        "output": {
          "example": {
            "delta": 0.6368,
            "disclaimer": "computation only, not financial advice",
            "gamma": 0.0188,
            "op": "greeks",
            "price": 10.4506,
            "rho": 0.5323,
            "theta": -0.0176,
            "type": "call",
            "vega": 0.3752
          },
          "type": "json"
        }
      },
      "schema": {
        "$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"
      }
    }
  },
  "tags": [
    "quant",
    "options",
    "black-scholes",
    "greeks",
    "implied-volatility",
    "bazaar"
  ],
  "sourceHost": "api.agentstools.dev",
  "lastUpdated": "2026-10-08T06:07:41.736Z",
  "quality": {
    "calls30d": 5,
    "uniquePayers30d": 4,
    "lastCalledAt": "2026-10-08T06:07:41.51Z"
  },
  "metadata": {
    "serviceName": "quant-options",
    "extensions": {
      "bazaar": {
        "info": {
          "input": {
            "method": "GET",
            "queryParams": {
              "K": 100,
              "S": 100,
              "T": 1,
              "op": "greeks",
              "r": 0.05,
              "sigma": 0.2,
              "type": "call"
            },
            "type": "http"
          },
          "output": {
            "example": {
              "delta": 0.6368,
              "disclaimer": "computation only, not financial advice",
              "gamma": 0.0188,
              "op": "greeks",
              "price": 10.4506,
              "rho": 0.5323,
              "theta": -0.0176,
              "type": "call",
              "vega": 0.3752
            },
            "type": "json"
          }
        },
        "schema": {
          "$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"
        }
      }
    }
  },
  "liveness": {
    "reliability": null
  },
  "verified": false,
  "featured": false,
  "provider": {
    "host": "api.agentstools.dev",
    "manifest_name": "api.agentstools.dev",
    "source": "cdp-mirror",
    "source_manifest_url": "https://api.cdp.coinbase.com/platform/v2/x402/discovery/resources",
    "submitted_at": "2026-10-14T01:15:01.050Z"
  },
  "exampleResponse": {
    "example": {},
    "type": "string"
  }
}