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Black-Scholes Option Pricing & Greeks Calculator (Call/Put + Delta, Gamma, Theta, Vega)

Calculates theoretical European Call and Put option prices plus Option Greeks (Delta, Gamma, Vega, Theta) using the Black-Scholes-Merton formula.

Call it (no API key)

GET https://api.agentdatahub.de/api/v1/call/equity-options-black-scholes?spot=100&strike=105&days_to_expiry=30&volatility_pct=35&compact=1

Full metadata: without compact=1 · Markdown: format=llm · Only some fields: add &fields=a,b.c · MCP: tool call_api with {"apiId":"equity-options-black-scholes"}

Parameters

`spot`	Underlying asset price (default: 100)
`strike`	Option strike price (default: 105)
`days_to_expiry`	Days to expiration (default: 30)
`volatility_pct`	Implied volatility % (default: 35)
`risk_free_pct`	Risk-free interest rate % (default: 4.5)

Example response (live, compact)

{
  "apiId": "equity-options-black-scholes",
  "data_freshness": "live",
  "data": {
    "spot": 100,
    "strike": 105,
    "days_to_expiry": 30,
    "call_fair_price": 2.1936,
    "put_fair_price": 6.8059,
    "greeks": {
      "call_delta": 0.3449,
      "put_delta": -0.6551,
      "gamma": 0.03671,
      "vega_per_1pct_vol": 0.1056
    }
  },
  "source": "100% Platform Black-Scholes Derivatives Engine",
  "license": "100% Platform Owned Compute"
}

Source & license

Source	100% Platform Black-Scholes Derivatives Engine
License	100% Platform Owned Compute
Source URL	https://localhost:3000/api/v1/call/equity-options-black-scholes
Terms	https://localhost:3000/llms.txt
Category	Finance & Markets › 7. Equities & SEC Filings