{"uid":"cap_mpp4GjioG29Z8N0-bNDux","slug":"neuroterminal-option-price-greeks-calculator-62732fa0","name":"Neuroterminal Option Price & Greeks Calculator","description":"Paid HTTP endpoints for AI agents, settled in USDC on Base via the x402 protocol. No account, no API key — pay per call.","url":"https://api.neuroterminal.xyz/v1/option-price","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"],"type":"string"},"queryParams":{"type":"object","required":["spot","strike","years"],"properties":{"vol":{"type":"number","description":"omit and pass price= to solve implied vol"},"rate":{"type":"number"},"spot":{"type":"number"},"type":{"enum":["call","put"],"type":"string"},"price":{"type":"number"},"years":{"type":"number"},"strike":{"type":"number"},"dividend":{"type":"number"}}}},"additionalProperties":false},"output":{"type":"object","required":["type"],"properties":{"type":{"type":"string"},"example":{"type":"object"}}}}},"responseSchema":{"type":"json","example":{"vega":0.37524,"delta":0.636831,"gamma":0.018762,"price":10.4506,"theta":-0.017573}},"example":null,"exampleRequest":null,"tags":["x402"],"displayCostAmount":"0.02","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":"$0.02/call","primary":{"kind":"static","protocol":"x402","network":"base","amountUsd":"0.02","per":"call","confidence":"exact"},"accepted":[{"kind":"static","protocol":"x402","network":"base","amountUsd":"0.02","per":"call","confidence":"exact"}]},"paymentMethods":[{"uid":"pm_KBq5IIX7t8GZJ6FfLcdJW","protocol":"x402","methodType":"crypto","chain":"base","mode":"charge","costAmount":"0.02","costPer":"request","priority":0,"asset":"0x833589fCD6eDb6E08f4c7C32D4f71b54bdA02913","unit":"request","depositMicros":null,"planRef":null}],"brandName":null,"brandSlug":null,"brandBaseUrl":null,"brandDocsUrl":null,"whatItDoes":"Computes the theoretical price and Greeks (delta, gamma, theta, vega) for a European-style call or put option using the Black-Scholes model","exampleAgentPrompt":"Calculate the price and Greeks for a call option with a spot price of 150, strike of 155, 0.25 years to expiry, volatility of 0.20, and a risk-free rate of 0.05.","exampleUseCases":[{"title":"Options trade risk assessment","prompt":"I'm looking at a put option on a stock trading at $200 with a strike of $195, 0.5 years to expiry, implied vol of 25%, and a risk-free rate of 4.5% — can you give me the theoretical price, delta, and gamma so I can size my position?"},{"title":"Implied volatility extraction","prompt":"A call option with spot $100, strike $105, 90 days to expiry (0.247 years), and risk-free rate 5% is trading at $3.50 in the market — what's the implied volatility?"},{"title":"Options portfolio hedging","prompt":"What's the delta and vega on a call option where the underlying is at $50, strike is $52, time to expiry is 0.1 years, vol is 30%, and rate is 3%? I need to figure out how many shares to hold to delta-hedge."}],"resultDescription":"Returns a JSON object containing the option's theoretical price plus four Greeks: delta (directional sensitivity), gamma (delta curvature), theta (time decay per day), and vega (sensitivity to volatility). If a market price is supplied instead of volatility, the implied volatility is solved and returned.","failureModes":["Missing required parameters (spot, strike, years) returns a 400-level error","Providing both vol and price simultaneously may return ambiguous or undefined behavior","Non-positive values for spot, strike, or years may cause mathematical errors in Black-Scholes","Payment failure or insufficient USDC balance causes a 402 Payment Required response","Very deep in-the-money or out-of-the-money options with extreme parameters may yield near-degenerate Greeks"],"whenToPreferThis":"Use this endpoint when you need fast, stateless Black-Scholes option pricing and Greeks without signing up for a brokerage API or a financial data subscription. It's ideal for AI agents that need to evaluate option fair value, compute hedge ratios, or extract implied volatility on-the-fly with pay-per-call USDC micropayments and no API key overhead.","instructions":null,"reviewSummary":null,"reviewSummaryHighlights":null,"reviewSummaryConcerns":null,"reviewSummaryGeneratedAt":null,"activationCount":0,"lastUsedAt":null,"lastSuccessfullyRanAt":null,"lastHealthCheckAt":"2026-09-14T12:45:15.480Z","isFirstParty":false}