{"uid":"cap_-yt8hizBgR1Ksr5JIwP_L","slug":"numora-financial-options-pricing-api-eea51037","name":"Numora Financial Options Pricing API","description":"100 pure math computation endpoints for AI agents. Statistics, financial math, linear algebra, equation solving, calculus, number theory, sequence generation, and unit conversions. Zero external dependencies. x402 micropayments on Base.","url":"https://numormo.vercel.app/api/financial/options","method":"POST","headers":{},"bodySchema":{"type":"object","required":["K","S","T","r","type","sigma"],"properties":{"K":{"type":"number","description":"Strike price"},"S":{"type":"number","description":"Spot price"},"T":{"type":"number","description":"Time to expiry (years)"},"r":{"type":"number","description":"Risk-free rate"},"type":{"enum":["call","put"],"type":"string"},"sigma":{"type":"number","description":"Volatility"}}},"responseSchema":{"type":"object","required":["success","result","computation"],"properties":{"result":{"type":"object","description":"Computation result varies by endpoint"},"success":{"type":"boolean","description":"Always true on success"},"computation":{"type":"string","description":"Human-readable description of what was computed"}}},"example":null,"exampleRequest":null,"tags":["x402"],"displayCostAmount":"0.1","displayCostAsset":"USDC","priceDynamic":false,"priceHint":null,"priceStatus":"priced","priceSource":"registry","requiresHandshake":false,"reviewCount":0,"rating":{"score":"0.00","successRate":"0.00","reviews":0,"stars":null,"state":"unrated"},"availabilityStatus":"unknown","priceObserved":null,"sessionDeposit":null,"pricing":{"kind":"static","summary":"$0.1/call","primary":{"kind":"static","protocol":"x402","network":"base","amountUsd":"0.1","per":"call","confidence":"exact"},"accepted":[{"kind":"static","protocol":"x402","network":"base","amountUsd":"0.1","per":"call","confidence":"exact"}]},"paymentMethods":[{"uid":"pm_INI5aDaz7dVf7p-qKMaY0","protocol":"x402","methodType":"crypto","chain":"base","mode":"charge","costAmount":"0.1","costPer":"request","priority":0,"asset":null,"unit":"request","depositMicros":null,"planRef":null}],"brandName":null,"brandSlug":null,"brandBaseUrl":null,"brandDocsUrl":null,"whatItDoes":"Computes Black-Scholes option pricing (price, Greeks, and related metrics) for call or put options given spot price, strike, volatility, time to expiry, and risk-free rate","exampleAgentPrompt":"Price a European call option where the spot price is $150, strike is $155, time to expiry is 0.5 years, risk-free rate is 5%, and implied volatility is 25%.","exampleUseCases":[{"title":"Pricing a covered call before writing","prompt":"I'm thinking of writing a covered call on a stock trading at $200, with a strike of $210, expiry in 3 months (0.25 years), a risk-free rate of 4.5%, and volatility of 30% — what's the fair price of that call?"},{"title":"Evaluating a put option for portfolio hedging","prompt":"Calculate the Black-Scholes price of a put option where the underlying is at $95, strike is $90, time to expiry is 0.75 years, risk-free rate is 3%, and volatility is 20%."},{"title":"Sensitivity analysis for options desk","prompt":"Give me the full pricing breakdown for a call option: spot $500, strike $520, 60 days to expiry (that's about 0.164 years), risk-free rate 5.25%, and sigma of 35% — I need the price and all the Greeks."}],"resultDescription":"Returns a JSON object with a boolean success flag, a result object containing the computed option price and Greeks (delta, gamma, theta, vega, rho), and a human-readable computation description string explaining what was calculated.","failureModes":["Missing required fields (K, S, T, r, type, sigma) returns a validation error","Invalid option type (not 'call' or 'put') returns an enum validation error","Negative time-to-expiry or volatility may cause mathematical domain errors","Zero or negative spot/strike prices may produce undefined results","Payment failure via x402 micropayment returns a 402 response before computation"],"whenToPreferThis":"Choose this endpoint when you need fast, self-contained Black-Scholes option pricing with no external market data dependencies — ideal for scenarios where you already have the parameters (spot, strike, vol, rate, expiry) and need a pure mathematical computation. Prefer this over broker APIs or market-data-dependent pricers when you want deterministic, reproducible results for a single contract priced at $0.10 USDC per call.","instructions":null,"reviewSummary":null,"reviewSummaryHighlights":null,"reviewSummaryConcerns":null,"reviewSummaryGeneratedAt":null,"activationCount":0,"lastUsedAt":null,"lastSuccessfullyRanAt":null,"lastHealthCheckAt":"2026-09-14T12:54:54.290Z","isFirstParty":false}