35 services carry this tag in their source record. Tags come from the provider, not from us — a tag is a claim about what the service does, not proof that it does it well.
Implied volatility (IV) of crypto options per expiry from Deribit, Bybit and OKX: ATM IV, 25-delta skew, put/call open interest ratio, max pain and Deribit's DVOL index; with an expiry, the options chain per strike with...
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.
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 chan...
Onchain options protocols ranked by 24h notional volume with 7d and 30d volume, 1d and 7d change and the chains each runs on, plus sector totals. Use it when an agent is comparing decentralized options venues or tracking...
Return seller identity and publicly published seller signals for a marketplace listing. Missing feedback or business fields remain null; no customer or seller account access is attempted. Base mainnet USDC
Deribit BTC or ETH options: open interest and volume of calls vs puts, put/call ratio, and per expiry the max-pain strike and at-the-money implied volatility, plus the DVOL volatility index.
Use when an agent needs x402 market totals. Returns catalogue size and 30-day totals: services, calls, unique paying wallets, with the snapshot hash
Black-Scholes price and greeks (delta, gamma, vega, theta, rho) of a European call or put, probability in the money and breakeven; or the implied volatility from a market price. For stocks, FX or crypto.
HTTP methods check: which methods a URL accepts, from an OPTIONS request (Allow / Access-Control-Allow-Methods) plus HEAD, GET and a harmless POST probe, with status codes. API and security reconnaissance. $0.01 per URL.
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.
Monte-Carlo geometric-Brownian-motion simulation of terminal price and European option payoff, with percentiles and a standard error. Pure computation over your inputs.