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Black-Scholes option price · agent402.tools

Price a European option (call or put)

Price a European option (call or put) with the Black-Scholes-Merton model, plus the greeks (delta, gamma, vega, theta, rho). Continuous dividend yield supported. Greeks are per unit: theta is per year, vega per 1.00 change in volatility, rho per 1.00 change in rate. Deterministic - matches standard references to the cent.

Ready now4 calls · 3 buyers in 30 days

Input

Continuous dividend yield as decimal (q). Default 0.
Annual risk-free rate as decimal (r)
Current underlying price (S)
Strike price (K)
Time to expiry in years (T)
"call" or "put"
Annual volatility as decimal (sigma)

Sample response

Published by the provider. Your run returns a fresh response.

response9 keys
d10.35
d20.15
delta0.6368
gamma0.0188
price10.4506
rho53.2325
theta-6.414
type"call"
vega37.524
responseobject, 9 keys
Your agent can do this on its own
Add the MCP URL in Claude Code, Cursor or Codex. Your agent can run Tools within its spending limits, or ask for approval each time. Connect your agent

Connect your agent

Add one MCP URL and your agent can find and run this tool within its spending limits. Choose “Ask each time” if you want to approve every Call.

MCP URL

https://app.aecon.ai/mcp
Terminalbash
claude mcp add --transport http --scope user agentic-economy "https://app.aecon.ai/mcp"

In Claude Code, open /mcp, select agentic-economy, then choose Authenticate.

Track record

Paid calls, last 30 days
4
Buyers, last 30 days
3
Last paid call

Reported by the x402 directory.

A$0.0029 per call