{"uid":"cap_008KuOVYXMkcokItBHKEC","slug":"api-quantoracle-dev-a464e0ca","name":"QuantOracle Put-Call Parity Checker","description":"QuantOracle: derivatives/put-call-parity","url":"https://api.quantoracle.dev/v1/derivatives/put-call-parity","method":"POST","headers":{},"bodySchema":{"type":"object","properties":{"K":{"type":"number","title":"K","description":"Strike price"},"S":{"type":"number","title":"S","description":"Spot price of the underlying"},"T":{"type":"number","title":"T","description":"Time to expiration in years"},"q":{"type":"number","title":"Q","default":0,"description":"Continuous dividend yield"},"r":{"type":"number","title":"R","default":0.05,"description":"Risk-free interest rate (annualized)"},"put_price":{"type":"number","title":"Put Price","description":"Observed put option price"},"call_price":{"type":"number","title":"Call Price","description":"Observed call option price"}}},"responseSchema":null,"example":{"request":{"K":100,"S":100,"T":0.5,"r":0.05,"put_price":3.8,"call_price":5.2},"response":{"ms":7.86,"_meta":{"url":"https://quantoracle.dev","docs":"https://api.quantoracle.dev/docs","powered_by":"QuantOracle"},"deviation":-1.069,"parity_holds":false,"deviation_pct":-1.069,"theoretical_put":2.731,"arbitrage_profit":1.069,"arbitrage_signal":"BUY_CALL_SELL_PUT_SELL_STOCK","theoretical_call":6.269}},"exampleRequest":{"K":100,"S":100,"T":0.5,"r":0.05,"put_price":3.8,"call_price":5.2},"tags":["x402"],"displayCostAmount":"0.002","displayCostAsset":"USDC","priceDynamic":false,"priceHint":null,"priceStatus":"priced","priceSource":"probe","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":"$0.002/call","primary":{"kind":"static","protocol":"x402","network":"base","amountUsd":"0.002","per":"call","confidence":"exact"},"accepted":[{"kind":"static","protocol":"x402","network":"base","amountUsd":"0.002","per":"call","confidence":"exact"}]},"paymentMethods":[{"uid":"pm_Nuni6cNX-5N1cmdLkUQ-N","protocol":"x402","methodType":"crypto","chain":"base","mode":"charge","costAmount":"0.002","costPer":"request","priority":0,"asset":"0x833589fCD6eDb6E08f4c7C32D4f71b54bdA02913","unit":"request","depositMicros":null,"planRef":null}],"brandName":null,"brandSlug":null,"brandBaseUrl":null,"brandDocsUrl":null,"whatItDoes":"Calculates put-call parity deviation for European options, identifies arbitrage signals, and determines whether parity holds given market prices.","exampleAgentPrompt":"Check put-call parity for a European option with a $100 strike, current stock price $100, 0.5 years to expiry, 5% risk-free rate, no dividends, where the call is trading at $5.20 and the put at $3.80 — tell me if parity holds and whether there's an arbitrage signal.","exampleUseCases":null,"resultDescription":"Returns whether put-call parity holds (boolean), the deviation and deviation percentage from theoretical parity, the theoretical put and call prices, estimated arbitrage profit, and an actionable arbitrage signal such as BUY_CALL_SELL_PUT_SELL_STOCK or equivalent, along with response latency in milliseconds.","failureModes":["Missing required fields (K, S, T, r, put_price, call_price) returns a 4xx validation error","Negative time-to-expiry (T <= 0) may cause computation errors","Unrealistic input values (e.g. negative prices) may return unexpected results","Network timeout if the service is unavailable"],"whenToPreferThis":"Use this endpoint when you need a fast, programmatic check of put-call parity for European-style options, especially to detect mispricings or arbitrage opportunities in real time. Prefer this over manual Black-Scholes calculations when you need both the theoretical prices and explicit arbitrage direction signals in a single call.","instructions":null,"reviewSummary":null,"reviewSummaryHighlights":null,"reviewSummaryConcerns":null,"reviewSummaryGeneratedAt":null,"activationCount":0,"lastUsedAt":null,"lastSuccessfullyRanAt":null,"lastHealthCheckAt":"2026-09-14T00:57:05.912Z","isFirstParty":false}