Black-Scholes option price · Black Scholes

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

const account = privateKeyToAccount(process.env.PRIVATE_KEY);
const fetchWithPay = wrapFetchWithPayment(fetch, account);

const res = await fetchWithPay("https://agent402.tools/api/black-scholes", {
  method: "POST",
  headers: { "Content-Type": "application/json" },
  body: JSON.stringify({
    "dividendYield": 0,
    "riskFreeRate": 0.05,
    "spot": 100,
    "strike": 100,
    "timeToExpiryYears": 1,
    "type": "call",
    "volatility": 0.2
  }),
});
const data = await res.json();

curl -X POST \
  "https://agent402.tools/api/black-scholes" \
  -H "Content-Type: application/json" \
  -d '{"dividendYield":0,"riskFreeRate":0.05,"spot":100,"strike":100,"timeToExpiryYears":1,"type":"call","volatility":0.2}' \
  -H "X-PAYMENT: <signed x402 payment>"

{
  "d1": 0.35,
  "d2": 0.15,
  "delta": 0.6368,
  "gamma": 0.0188,
  "price": 10.4506,
  "rho": 53.2325,
  "theta": -6.414,
  "type": "call",
  "vega": 37.524
}