Black Scholes
black_scholesEuropean option pricing (Black-Scholes-Merton with continuous dividend yield): call and put prices, delta, gamma, vega, theta per day, rho, d1/d2 and probability of finishing in the money; with a market price it solves implied volatility. Works for equity, index and crypto options (set the yield to 0). Price: $0.002 USDC per successful call (x402, Solana). Same tool over HTTPS: GET https://scorptech.it.com/api/x402/v1/black-scholes
Tool call template
Replace each placeholder with a value matching the input schema. Only required parameters are included; add optional parameters as needed.
{
"id": 1,
"jsonrpc": "2.0",
"method": "tools/call",
"params": {
"arguments": {
"spot": "<spot>",
"strike": "<strike>",
"daysToExpiry": "<daysToExpiry>"
},
"name": "black_scholes"
}
}Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| spot | Yes | Underlying price | |
| type | No | both | |
| strike | Yes | ||
| ratePct | No | Risk-free rate, continuous, percent | |
| marketPrice | No | Option market price: solve implied volatility (needs type call or put) | |
| daysToExpiry | Yes | Calendar days to expiry (year = 365) | |
| volatilityPct | No | Annualised volatility in percent (not needed when solving implied vol) | |
| dividendYieldPct | No |