Black-Scholes pricing and the Greeks for AI agents
OptionLens prices European calls and puts with the Black-Scholes-Merton model and returns the full Greek set — delta, gamma, vega, theta, and rho — in both canonical and conventional display units, plus intrinsic valu…
What OptionLens computes, What you send, How an agent calls it
What OptionLens computes
OptionLens prices European calls and puts with the Black-Scholes-Merton model and returns the full Greek set — delta, gamma, vega, theta, and rho — in both canonical and conventional display units, plus intrinsic value, time value, and moneyness. It supports a continuous dividend yield.
What you send
Provide spot, strike, time to expiry in years, volatility, an optional risk-free rate and dividend yield, and the option type. The normal CDF is computed with a high-accuracy approximation, so prices and Greeks are stable and reproducible across calls.
How an agent calls it
POST the parameters to /api/agent-services/options/price and pay $0.30 per call over x402. The response includes d1 and d2 alongside the price and Greeks so a hedging or market-making agent can size positions and risk in one request.
Why not let the model do it
Black-Scholes involves an error-function evaluation an LLM will only approximate. A deterministic endpoint returns the same, correct price and Greeks every time — the difference between a hedge that holds and one that drifts.