{"uid":"cap_i7QDa4euykrBaLcfMUSYF","slug":"api-quantoracle-dev-c7c1917a","name":"QuantOracle Asian Option Pricer","description":"QuantOracle: derivatives/asian-option","url":"https://api.quantoracle.dev/v1/derivatives/asian-option","method":"POST","headers":{},"bodySchema":{"type":"object","properties":{"K":{"type":"number","title":"K","description":"Strike price","exclusiveMinimum":0},"S":{"type":"number","title":"S","description":"Spot price of the underlying asset","exclusiveMinimum":0},"T":{"type":"number","title":"T","maximum":30,"description":"Time to expiration in years","exclusiveMinimum":0},"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)"},"type":{"enum":["call","put"],"type":"string","title":"Type","default":"call","description":"Option type"},"sigma":{"type":"number","title":"Sigma","description":"Volatility (annualized)","exclusiveMinimum":0},"averaging":{"enum":["geometric","arithmetic"],"type":"string","title":"Averaging","default":"geometric","description":"Averaging method for the Asian option"},"observations":{"type":"integer","title":"Observations","default":12,"minimum":2,"description":"Number of averaging observations"}}},"responseSchema":null,"example":{"request":{"K":105,"S":100,"T":0.5,"q":0.01,"r":0.05,"type":"call","sigma":0.2,"averaging":"arithmetic","observations":12},"response":{"ms":8.13,"_meta":{"url":"https://quantoracle.dev","docs":"https://api.quantoracle.dev/docs","powered_by":"QuantOracle"},"price":1.6564,"averaging":"arithmetic","observations":12,"equivalent_vol":0.1132,"geometric_price":1.5847}},"exampleRequest":{"K":105,"S":100,"T":0.5,"q":0.01,"r":0.05,"type":"call","sigma":0.2,"averaging":"arithmetic","observations":12},"tags":["x402"],"displayCostAmount":"0.008","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":"$0.008/call","primary":{"kind":"static","protocol":"x402","network":"base","amountUsd":"0.008","per":"call","confidence":"exact"},"accepted":[{"kind":"static","protocol":"x402","network":"base","amountUsd":"0.008","per":"call","confidence":"exact"}]},"paymentMethods":[{"uid":"pm_wRczDuFHlHAkgqsY9Y7Id","protocol":"x402","methodType":"crypto","chain":"base","mode":"charge","costAmount":"0.008","costPer":"request","priority":0,"asset":"0x833589fCD6eDb6E08f4c7C32D4f71b54bdA02913","unit":"request","depositMicros":null,"planRef":null}],"brandName":null,"brandSlug":null,"brandBaseUrl":null,"brandDocsUrl":null,"whatItDoes":"Prices arithmetic or geometric Asian options using Monte Carlo or closed-form methods, returning fair value and equivalent volatility","exampleAgentPrompt":"Price an arithmetic Asian call option for me: spot price 100, strike 105, 6-month expiry, risk-free rate 5%, dividend yield 1%, volatility 20%, with 12 equally-spaced observations.","exampleUseCases":null,"resultDescription":"Returns the option's fair price, the equivalent Black-Scholes volatility, the geometric option price (as a benchmark), the averaging type, number of observations used, and computation time in milliseconds.","failureModes":["Missing required parameters (S, K, T, r, sigma, type) returns 400 Bad Request","Invalid option type (not 'call' or 'put') returns validation error","Invalid averaging method (not 'arithmetic' or 'geometric') returns error","Negative or zero time to expiry (T <= 0) may cause numerical errors or 400","Payment failure or missing x402 payment header returns 402 Payment Required","Extremely high volatility or edge-case inputs may produce numerical instability"],"whenToPreferThis":"Use this endpoint when you need to price path-dependent Asian (average-rate or average-strike) options rather than vanilla European/American options. It is ideal when you need both arithmetic and geometric prices together, or when you need the equivalent Black-Scholes vol for hedging or comparison purposes. Prefer this over a vanilla Black-Scholes pricer whenever the payoff depends on an average of the underlying price over discrete observation dates.","instructions":null,"reviewSummary":null,"reviewSummaryHighlights":null,"reviewSummaryConcerns":null,"reviewSummaryGeneratedAt":null,"activationCount":0,"lastUsedAt":null,"lastSuccessfullyRanAt":null,"lastHealthCheckAt":"2026-09-14T06:40:29.637Z","isFirstParty":false}