{"uid":"cap_nTA5n6l_AaSN7YVeTcBFg","slug":"api-quantoracle-dev-f8b937b6","name":"QuantOracle Lookback Option Pricer","description":"QuantOracle: derivatives/lookback-option","url":"https://api.quantoracle.dev/v1/derivatives/lookback-option","method":"POST","headers":{},"bodySchema":{"type":"object","properties":{"K":{"anyOf":[{"type":"number"},{"type":"null"}],"title":"K","description":"Fixed strike price (required for fixed lookback)"},"S":{"type":"number","title":"S","description":"Current spot price","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"},"S_max":{"anyOf":[{"type":"number"},{"type":"null"}],"title":"S Max","description":"Maximum price observed so far (for floating put)"},"S_min":{"anyOf":[{"type":"number"},{"type":"null"}],"title":"S Min","description":"Minimum price observed so far (for floating call)"},"sigma":{"type":"number","title":"Sigma","description":"Volatility (annualized)","exclusiveMinimum":0},"lookback_type":{"enum":["floating","fixed"],"type":"string","title":"Lookback Type","default":"floating","description":"Floating strike or fixed strike lookback"}}},"responseSchema":null,"example":{"request":{"S":100,"T":0.5,"q":0,"r":0.05,"type":"call","S_min":92,"sigma":0.25,"lookback_type":"floating"},"response":{"ms":11.38,"_meta":{"url":"https://quantoracle.dev","docs":"https://api.quantoracle.dev/docs","powered_by":"QuantOracle"},"price":16.3256,"lookback_type":"floating"}},"exampleRequest":{"S":100,"T":0.5,"q":0,"r":0.05,"type":"call","S_min":92,"sigma":0.25,"lookback_type":"floating"},"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_z74FLxFsd-KJy_Sb-Ep7h","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 floating or fixed lookback options using the underlying asset price, historical minimum/maximum, volatility, and time parameters","exampleAgentPrompt":"Price a floating lookback call option where the current stock price is $100, the historical minimum is $92, volatility is 25%, risk-free rate is 5%, no dividends, and 6 months to expiration.","exampleUseCases":null,"resultDescription":"Returns the theoretical price of the lookback option (e.g. 16.33), the lookback type used (floating or fixed), and the server-side computation time in milliseconds.","failureModes":["Missing required fields (S, T, sigma, type) returns validation error","Invalid lookback_type value (not 'floating' or 'fixed') returns error","Negative or zero time-to-expiry (T) causes pricing failure","sigma of 0 or negative causes numerical instability","S_min greater than S for a floating call may produce unexpected results","Payment failure or insufficient USDC balance returns 402"],"whenToPreferThis":"Use this endpoint when you need to price exotic path-dependent lookback options (floating or fixed strike) analytically. Prefer this over vanilla Black-Scholes endpoints when the payoff depends on the historical minimum or maximum of the asset price over the option's life.","instructions":null,"reviewSummary":null,"reviewSummaryHighlights":null,"reviewSummaryConcerns":null,"reviewSummaryGeneratedAt":null,"activationCount":0,"lastUsedAt":null,"lastSuccessfullyRanAt":null,"lastHealthCheckAt":"2026-09-14T00:44:19.320Z","isFirstParty":false}