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quant-options · api.agentstools.dev

Black-Scholes European option calculator

Fair price, all greeks (delta, gamma, vega, theta, rho), or implied volatility from a market price. Pure computation over your inputs.

Ready now6 calls · 5 buyers in 30 days

Input

Strike price (> 0)
Spot price of the underlying (> 0)
Time to expiry in years (> 0)
Observed option price, used for op=iv instead of sigma
price returns the fair value; greeks returns price plus all greeks; iv solves for implied volatility
Continuous dividend yield as a decimal, default 0
Risk-free rate, continuous, as a decimal
Volatility as a decimal (needed for price and greeks)
Option type, default call

Sample response

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

response9 keys
delta0.6368
disclaimer"computation only, not financial advice"
gamma0.0188
op"greeks"
price10.4506
rho0.5323
theta-0.0176
type"call"
vega0.3752
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
6
Buyers, last 30 days
5
Last paid call

Reported by the x402 directory.

A$0.0043 per call