{"uid":"cap_F1gHguFHWhFFCBovfjC8X","slug":"monte-carlo-option-pricing-simulator-e05d3dd5","name":"Monte Carlo Option Pricing Simulator","description":"Monte-Carlo geometric-Brownian-motion simulation of terminal price and European option payoff, with percentiles and a standard error. Pure computation over your inputs.","url":"https://api.agentstools.dev/quant/montecarlo","method":"GET","headers":{},"bodySchema":{"type":"object","$schema":"https://json-schema.org/draft/2020-12/schema","required":["input"],"properties":{"input":{"type":"object","required":["type","method"],"properties":{"type":{"type":"string","const":"http"},"method":{"enum":["GET","HEAD","DELETE"],"type":"string"},"queryParams":{"type":"object","required":["S","T","r","sigma"],"properties":{"K":{"type":"number","description":"Strike; include it to also price a European payoff"},"S":{"type":"number","description":"Spot price of the underlying (> 0)"},"T":{"type":"number","description":"Horizon in years (> 0)"},"q":{"type":"number","description":"Continuous dividend yield as a decimal, default 0"},"r":{"type":"number","description":"Drift or risk-free rate as a decimal"},"seed":{"type":"integer","description":"Optional RNG seed for reproducibility"},"type":{"enum":["call","put"],"type":"string","description":"Option type for the payoff, default call"},"paths":{"type":"integer","description":"Number of simulated paths, default 10000"},"sigma":{"type":"number","description":"Volatility as a decimal (> 0)"},"steps":{"type":"integer","description":"Time steps per path, default 1"}}}},"additionalProperties":false},"output":{"type":"object","required":["type"],"properties":{"type":{"type":"string"},"example":{"type":"object"}}}}},"responseSchema":null,"example":null,"exampleRequest":null,"tags":["x402"],"displayCostAmount":"0.005","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":"$0.005/call","primary":{"kind":"static","protocol":"x402","network":"base","amountUsd":"0.005","per":"call","confidence":"exact"},"accepted":[{"kind":"static","protocol":"x402","network":"base","amountUsd":"0.005","per":"call","confidence":"exact"}]},"paymentMethods":[{"uid":"pm_bdQH5_Ug2g5L-v_EfHHto","protocol":"x402","methodType":"crypto","chain":"base","mode":"charge","costAmount":"0.005","costPer":"request","priority":0,"asset":"0x833589fCD6eDb6E08f4c7C32D4f71b54bdA02913","unit":"request","depositMicros":null,"planRef":null}],"brandName":null,"brandSlug":null,"brandBaseUrl":null,"brandDocsUrl":null,"whatItDoes":"Runs a geometric Brownian motion Monte Carlo simulation to estimate terminal asset price distributions and European option payoffs, returning percentiles and standard error.","exampleAgentPrompt":"Run a Monte Carlo GBM simulation to price a European call option: spot price $150, strike $155, 0.5 years to expiry, risk-free rate 5%, volatility 25%, using 50000 paths — give me the expected payoff, percentiles, and standard error.","exampleUseCases":null,"resultDescription":"Returns the simulated terminal price distribution (percentiles), the expected European option payoff (if a strike is provided), and a standard error of the Monte Carlo estimate, all derived from the specified number of GBM paths.","failureModes":["Missing required query params (S, T, r, sigma) returns a 400 validation error","Non-positive spot price (S <= 0) or time horizon (T <= 0) triggers parameter rejection","Volatility of zero or negative value is invalid","Very large path counts may increase latency or time out","Payment not provided or insufficient USDC returns 402 Payment Required","Invalid option type (not 'call' or 'put') rejected by enum validation"],"whenToPreferThis":"Use this endpoint when you need a pure-computation Monte Carlo estimate of a European option's fair value or terminal asset price distribution, especially when you want percentile breakdowns and a standard error alongside the price estimate. Prefer this over Black-Scholes closed-form when you want simulation-based flexibility (e.g., custom path counts, reproducibility via seed). Not suitable for American options, exotic payoffs, or live market data retrieval.","instructions":null,"reviewSummary":null,"reviewSummaryHighlights":null,"reviewSummaryConcerns":null,"reviewSummaryGeneratedAt":null,"activationCount":0,"lastUsedAt":null,"lastSuccessfullyRanAt":null,"lastHealthCheckAt":"2026-09-14T19:10:26.651Z","isFirstParty":false}