OptionLens

$0.30/call

Black-Scholes option pricing with the full Greeks.

POST /api/agent-services/options/price

financeoptionsblack-scholesgreeksdeltagammavegathetaderivativesx402agent

What it does

Deterministic Black-Scholes-Merton European option pricing and Greeks. Returns price, d1/d2, full Greeks (delta, gamma, vega, theta, rho) in canonical and conventional display units (vega per 1%, theta per day, rho per 1%), plus intrinsic value, time value, and moneyness. Supports continuous dividend yield. Pure math from caller-supplied parameters — no market-data feed, no fabrication.

Calls & puts with continuous dividend yield
Delta, gamma, vega, theta, rho
Intrinsic / time value and moneyness

Example request

POST /api/agent-services/options/price

{
  "spot": 100,
  "strike": 100,
  "timeToExpiry": 1,
  "riskFreeRate": 0.05,
  "volatility": 0.2,
  "optionType": "call"
}

Example response (HTTP 200)

Deterministic — the same inputs always return the same audited output.

{
  "service": "optionlens",
  "requestId": "opt-db556a1a",
  "optionType": "call",
  "price": 10.450576,
  "d1": 0.35,
  "d2": 0.15,
  "intrinsicValue": 0,
  "timeValue": 10.450576,
  "moneyness": "at-the-money",
  "greeks": {
    "delta": 0.636831,
    "gamma": 0.018762,
    "vega": 37.524035,
    "vegaPer1Pct": 0.37524,
    "theta": -6.414028,
    "thetaPerDay": -0.017573,
    "rho": 53.232483,
    "rhoPer1Pct": 0.532325
  },
  "findings": [
    {
      "rule": "valuation",
      "severity": "info",
      "why": "Black-Scholes-Merton valuation summary.",
      "evidence": "price=10.4506 d1=0.35 d2=0.15 moneyness=at-the-money",
      "fix": null
    }
  ]
}

Input schema

Top-level request fields. Nested shapes are shown in the example above and the OpenAPI spec.

Field	Type	Required	Description
spot	number	Yes	Current price of the underlying (> 0).
strike	number	Yes	Option strike price (> 0).
timeToExpiry	number	Yes	Time to expiry in years (e.g. 0.5 = 6 months).
volatility	number	Yes	Annualized volatility (sigma) as a fraction, e.g. 0.2 for 20%.
riskFreeRate	number	—	Annual continuously-compounded risk-free rate, e.g. 0.05 (default 0).
dividendYield	number	—	Annual continuous dividend yield, e.g. 0.02 (default 0).
optionType	string	—	'call' or 'put' (default 'call').

How to call it over x402

1. Send the request. The first unpaid call returns HTTP 402 with an x402 payment challenge — $0.30, USDC on Base, and the recipient.
2. Pay per call. Your x402 client signs the USDC payment and retries automatically — no API key, no account, no subscription. New to x402?
3. Read the result. HTTP 200 returns the computed values plus evidence-backed findings.

With the x402 fetch client (Node / TypeScript)

import { wrapFetchWithPayment } from "@x402/fetch";
import { privateKeyToAccount } from "viem/accounts";

const account = privateKeyToAccount(process.env.AGENT_WALLET_KEY);
const pay = wrapFetchWithPayment(fetch, account); // USDC on Base

const res = await pay("https://hermesplant.com/api/agent-services/options/price", {
  method: "POST",
  headers: { "content-type": "application/json" },
  body: JSON.stringify({
  "spot": 100,
  "strike": 100,
  "timeToExpiry": 1,
  "riskFreeRate": 0.05,
  "volatility": 0.2,
  "optionType": "call"
}),
});

const result = await res.json();

Inspect the 402 with curl

curl -i -X POST https://hermesplant.com/api/agent-services/options/price \
  -H "content-type: application/json" \
  -d '{"spot":100,"strike":100,"timeToExpiry":1,"riskFreeRate":0.05,"volatility":0.2,"optionType":"call"}'
# → HTTP/1.1 402 Payment Required  (x402 challenge: price, USDC asset, Base network, recipient)
# → sign the USDC-on-Base payment and retry to receive HTTP 200

Prefer zero code? This endpoint is also exposed as a tool on the Hermes Plant MCP server, so an MCP-capable agent can call it with its own x402 wallet.