Option pricing, Black-Scholes and Greeks

$0.01 per call · failed calls are never charged · no account or subscription: pay per call with a card key or USDC

Price a European call and put with Black-Scholes-Merton and get delta, gamma, vega (per vol point), theta (per day), rho, d1, d2 and the probability of ending in the money; or give a market price and get the implied volatility. Inputs: spot, strike, expiry date or days, volatility, interest rate and dividend or funding yield in percent. Pure arithmetic, no data source. Use for crypto, stock or FX options, to price a quote or size a hedge.

Run it free (25 free calls) Buy credits by card (from $1) Example result (JSON)

Try it with your own inputs

Price of the underlying
Strike price

Uses one of your 25 free calls. Nothing is charged, and a call that fails is not counted.

Inputs

NameTypeDescription
spot (required)numberPrice of the underlying
strike (required)numberStrike price
daysnumberDays to expiry (default 30), or give expiry or years
expirystringExpiry date (ISO), instead of days
yearsnumberYears to expiry, instead of days
volnumberAnnual volatility in percent, e.g. 20 (default 50); not needed with price
ratenumberRisk-free rate in percent per year, e.g. 5 for 5% (default 0)
dividendnumberDividend, funding or borrow yield in percent per year (default 0)
pricenumberA market option price: returns the implied volatility
typestringcall or put, for the implied volatility (default call)

Request

Over HTTP, with a card key from /credits:

curl -H "Authorization: Bearer adt_…" "https://agent-data-tools.revmesh2074.workers.dev/options/price?spot=100&strike=100"

Or one of your 25 free calls, no key:

curl "https://agent-data-tools.revmesh2074.workers.dev/options/price?spot=100&strike=100&trial=1"

Without a key, the same URL answers 402 Payment Required with x402 and MPP terms, so an agent with a wallet pays per call in USDC (Base, Polygon, Arbitrum or Solana over x402; Base or Tempo over MPP) and retries.

Example result

{
  "inputs": {
    "spot": 100,
    "strike": 100,
    "years": 1,
    "vol": 0.2,
    "rate": 0.05,
    "dividend": 0
  },
  "call": {
    "price": 10.450584,
    "delta": 0.636831,
    "gamma": 0.018762,
    "vega": 0.37524,
    "theta": -0.017573,
    "rho": 0.532325,
    "probabilityItm": 0.559618
  },
  "put": {
    "price": 5.573526,
    "delta": -0.363169,
    "gamma": 0.018762,
    "vega": 0.37524,
    "theta": -0.004542,
    "rho": -0.418905,
    "probabilityItm": 0.440382
  },
  "d1": 0.35,
  "d2": 0.15,
  "model": "Black-Scholes-Merton (European exercise)"
}

From an AI agent (MCP)

Add the MCP server to Claude, Cursor or any MCP client. This tool is options_price, and the first 25 successful calls are free:

https://agent-data-tools.revmesh2074.workers.dev/mcp

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