{"uid":"cap_Rki4mqx5yXAOpCG6laAmX","slug":"bot-bazaar-black-scholes-greeks-calculator-d776d8cf","name":"Bot Bazaar Black-Scholes Greeks Calculator","description":"Compute theoretical European Call/Put option prices and Delta, Gamma, and Vega via Black-Scholes-Merton.","url":"https://bot-bazaar.fly.dev/v1/x402/black-scholes-greeks?utm_source=zero.xyz","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","properties":{"spot_price":{"type":"string","description":"Underlying spot price"}}}},"additionalProperties":false},"output":{"type":"object","required":["type"],"properties":{"type":{"type":"string"},"example":{"type":"object"}}}}},"responseSchema":null,"example":null,"exampleRequest":null,"tags":["x402"],"displayCostAmount":"0.01","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":"$0.01/call","primary":{"kind":"static","protocol":"x402","network":"base","amountUsd":"0.01","per":"call","confidence":"exact"},"accepted":[{"kind":"static","protocol":"x402","network":"base","amountUsd":"0.01","per":"call","confidence":"exact"}]},"paymentMethods":[{"uid":"pm_tSt5J6o23Ald0j9k1L0XX","protocol":"x402","methodType":"crypto","chain":"base","mode":"charge","costAmount":"0.01","costPer":"request","priority":0,"asset":"0x833589fCD6eDb6E08f4c7C32D4f71b54bdA02913","unit":"request","depositMicros":null,"planRef":null}],"brandName":null,"brandSlug":null,"brandBaseUrl":null,"brandDocsUrl":null,"whatItDoes":"Computes theoretical European Call and Put option prices plus Delta, Gamma, and Vega Greeks using the Black-Scholes-Merton model","exampleAgentPrompt":"What's the theoretical price and Greeks for a European call option with a spot price of $150, strike of $155, 30 days to expiration, 5% risk-free rate, and 25% implied volatility?","exampleUseCases":[{"title":"Options trader pricing a call","prompt":"I'm looking at a European call on a stock trading at $200 with a $210 strike, expiring in 45 days. Risk-free rate is 4.5% and IV is 30%. What does Black-Scholes say the fair value is, and what are the Delta, Gamma, and Vega?"},{"title":"Portfolio risk manager checking Delta exposure","prompt":"Can you calculate the Delta and Gamma for a European put option where the underlying is at $75, strike is $70, time to expiry is 60 days, risk-free rate is 3%, and implied volatility is 20%?"},{"title":"Quant researcher backtesting pricing model","prompt":"Run Black-Scholes-Merton on a European call with spot $500, strike $520, 90 days to expiry, 4% risk-free rate, and 18% vol — I need the theoretical price and all three Greeks."}],"resultDescription":"Returns the theoretical European option price (call and/or put) computed via the Black-Scholes-Merton formula, along with the Greeks: Delta (price sensitivity to underlying), Gamma (rate of change of Delta), and Vega (sensitivity to volatility changes).","failureModes":["Missing required spot_price query parameter returns a 400 or validation error","Non-numeric or negative input values may cause computation errors","Extreme input values (zero volatility, very long expiry) may produce edge-case or NaN outputs","Service downtime on fly.dev infra returns 502 or timeout","Payment failure via x402 protocol returns 402 before computation occurs"],"whenToPreferThis":"Choose this endpoint when you need a fast, low-cost ($0.01 USDC) theoretical pricing computation for European-style options using Black-Scholes-Merton, especially when you also need Greeks (Delta, Gamma, Vega) in a single call. Prefer this over general-purpose math APIs when you want a finance-domain-specific endpoint with structured output. Not suitable for American options, exotic derivatives, or real-time market data — use a market data API for live implied volatility or actual market prices.","instructions":null,"reviewSummary":null,"reviewSummaryHighlights":null,"reviewSummaryConcerns":null,"reviewSummaryGeneratedAt":null,"activationCount":0,"lastUsedAt":null,"lastSuccessfullyRanAt":null,"lastHealthCheckAt":"2026-10-31T18:41:39.930Z","isFirstParty":false,"canonicalSlug":"bot-bazaar-black-scholes-greeks-calculator-d776d8cf"}