options_greeks
Black-Scholes option pricing: fair value + full greeks (delta, gamma, vega, theta, rho) for ANY option, listed or not. Send { type, spot, strike, daysToExpiry, iv, rate? }. Price any crypto option, not just exchange-listed strikes. [x402 paid tool — price $0.05; POST /api/options/greeks]
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| iv | Yes | Implied volatility in % (e.g. 55) | |
| rate | No | Risk-free rate (default 0) | |
| spot | Yes | Underlying spot price | |
| type | Yes | call or put | |
| strike | Yes | Strike price | |
| daysToExpiry | Yes | Days to expiry |