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API · /blackscholes-api

Black-Scholes Options API

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Black-Scholes-Merton European option pricing as an API, computed locally and deterministically. The price endpoint computes the fair value of a European call and put from the spot price, strike, annualized risk-free rate, annualized volatility, time to expiry in years and an optional continuous dividend yield, using Call = S·e^(−qT)·N(d1) − K·e^(−rT)·N(d2) and the put-call-parity put, with d1 = [ln(S/K) + (r − q + σ²/2)·T]/(σ√T) and d2 = d1 − σ√T and a high-accuracy standard-normal CDF — an at-the-money option on a 100 spot with a 5 % rate, 20 % volatility and one year to expiry is worth about 10.45 for the call and 5.57 for the put. The greeks endpoint returns the full risk sensitivities for both call and put: delta (∂V/∂S), gamma (∂²V/∂S²), vega (∂V/∂σ, per 1.00 and per 1 % point), theta (∂V/∂t, per year and per calendar day) and rho (∂V/∂r). Rates, dividend yield and volatility are annualized and time is in years, continuous compounding. Everything is computed locally and deterministically, so it is instant and private. Ideal for fintech, trading, quant, portfolio-risk, derivatives and finance-education app developers, option-pricing and Greeks dashboards, and risk engines. Pure local computation — no key, no third-party service, instant. Live, nothing stored. 2 endpoints. This is the European Black-Scholes model; for American-style early exercise or implied volatility solving it returns the closed-form European result only.

#black-scholes #options #derivatives #greeks #quant-finance #developer-tools
api.oanor.com/blackscholes-api
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/api/blackscholes-api/openapi.json
/api/blackscholes-api/llms.txt

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healthy
Uptime
100.00%
Server probes · 24h
Avg latency
89 ms
Server probes · 24h
Subscribers
3,807
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Total calls
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last 7 days
status Full status page → · 9 probes/24h

Pricing

Pick a tier — billed monthly, cancel anytime.

Free

Free

  • 2,500 calls / month
  • 2 requests / second
  • Hard cap (429 above quota, no overage)
  • 2,500 calls/month
  • 2 req/sec
  • Call/put price + d1/d2
  • No credit card
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Starter

€12.00 /month

  • 25,000 calls / month
  • 6 requests / second
  • Hard cap (429 above quota, no overage)
  • 25,000 calls/month
  • 6 req/sec
  • Full Greeks: delta/gamma/vega/theta/rho
  • Email support
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Pro

€35.00 /month

  • 130,000 calls / month
  • 15 requests / second
  • Hard cap (429 above quota, no overage)
  • 130,000 calls/month
  • 15 req/sec
  • Trading & risk-engine pipelines
  • Priority support
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Mega

€110.00 /month

  • 850,000 calls / month
  • 40 requests / second
  • Hard cap (429 above quota, no overage)
  • 850,000 calls/month
  • 40 req/sec
  • Desk & platform scale
  • Dedicated SLA
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Related APIs

Other APIs with overlapping tags.

Options Pricing API

Black-Scholes option-pricing maths as an API, computed locally and deterministically. The black-scholes endpoint prices European call and put options from the spot price, strike, time to expiry, risk-free rate, volatility and an optional dividend yield — Call = S·e^(−qT)·Φ(d1) − K·e^(−rT)·Φ(d2) — returning both prices, the intermediate d1 and d2, and the put-call parity figure. The greeks endpoint computes the full set of option sensitivities for the call and the put: delta, gamma, theta (per year and per day), vega and rho, the quantities traders use to hedge and manage risk. The implied-volatility endpoint inverts the model, solving by bisection for the volatility that reproduces a given option market price. Rates, volatilities and dividend yields are decimals (0.05 = 5 %) and time to expiry is in years. Everything is computed locally and deterministically, so it is instant and private. Ideal for fintech, trading, quantitative-finance and derivatives app developers, options analytics and risk tools, and finance education. Pure local computation — no key, no third-party service, instant. Live, nothing stored. 3 endpoints. This is options pricing; for NPV and IRR use an NPV API and for CAGR and real returns an investment API.

api.oanor.com/options-api

Ice Cream API

Ice-cream and gelato batch maths as an API, computed locally and deterministically — the overrun, yield and solids numbers a gelatiere, ice-cream maker or production planner balances a mix by. The overrun endpoint measures the air whipped into the mix during freezing by the weight method: from the same container filled first with mix and then with frozen ice cream, overrun = (mix weight − frozen weight) ÷ frozen weight × 100 — a cup that drops from 1000 g to 625 g ran 60 % overrun. Dense gelato sits around 20–35 %, premium ice cream 25–50 %, soft-serve and economy tubs 50–100 %+; more air means a lighter, cheaper, faster-melting product. The yield endpoint turns a mix volume and an overrun into the frozen volume (mix × (1 + overrun/100)) and the number of scoops at a given scoop size, so 2 litres of mix at 60 % overrun yields 3.2 litres and about 53 sixty-millilitre scoops — which is why overrun is a direct cost lever. The total-solids endpoint balances a recipe: total solids (sugar + fat + milk-solids-not-fat + other) as a percent of the mix weight, with the fat, sugar, MSNF and water percentages — a typical ice cream runs 36–42 % total solids, gelato lower in fat, and balancing solids against water is what keeps the texture smooth rather than icy. Everything is computed locally and deterministically, so it is instant and private. Ideal for gelateria and creamery tools, recipe-balancing apps, and food-production calculators. Pure local computation — no key, no third-party service, instant. 3 compute endpoints. For general cooking measure conversions use a cooking API.

api.oanor.com/icecream-api

Wood Moisture API

Wood-moisture maths as an API, computed locally and deterministically — the moisture-content, oven-dry-weight and drying-target numbers a woodworker, sawyer, kiln operator or firewood seller weighs timber by. The moisture-content endpoint takes a wet weight and an oven-dry weight and returns the moisture content on both conventions: the dry basis (water ÷ oven-dry weight × 100, the forestry and woodworking standard) and the wet/green basis (water ÷ wet weight × 100, common in agriculture and paper) — a board weighing 120 g that dries to 100 g holds 20 g of water and is 20 % dry-basis or 16.7 % wet-basis, so it always matters which is quoted. Above fibre saturation (~28–30 %) the wood is still shedding free water and has not begun to shrink. The dry-weight endpoint back-calculates the unchanging oven-dry weight from a current weight and a meter reading (wet ÷ (1 + MC/100)), the anchor for any drying plan because the wood substance does not change as water leaves. The target-weight endpoint uses that anchor to give the weight a piece should reach for a target moisture content and the water still to drive off — taking 120 g at 20 % down to 12 % means a 112 g target and 8 g of water to lose, so you simply weigh the piece down to that figure. Everything is computed locally and deterministically, so it is instant and private. Ideal for woodworking and lutherie tools, sawmill and kiln-drying apps, and firewood-seasoning calculators. Pure local computation — no key, no third-party service, instant. Mass-balance maths — pair it with a real moisture meter. 3 compute endpoints. For board feet use a lumber API; for a wood-stack volume a firewood API.

api.oanor.com/woodmoisture-api

Gemstone Weight API

Gemstone weight maths as an API, computed locally and deterministically — the carat, gram, point and measured-weight numbers a jeweller, gem dealer, appraiser or lapidary works to. The carat-to-grams endpoint converts a carat weight to grams, milligrams and points: the metric carat is exactly 0.2 g (200 mg) and is split into 100 points, so a 1.5 ct stone is 0.3 g and 150 points and a quarter-carat is a twenty-five pointer — the carat is a mass unit, not a size, so a 1 ct diamond and a 1 ct emerald weigh the same but look different because their densities differ. The grams-to-carat endpoint inverts it (divide grams by 0.2, or multiply by 5), for a weight taken on a gram balance. The round-brilliant-weight endpoint gives the trade estimate used when a stone is set and cannot be put on a scale: carat ≈ diameter² × depth × 0.0061, with the girdle diameter and total depth in millimetres — a 6.5 mm round about 4 mm deep estimates near 1 carat, which is exactly why a 1 ct round brilliant measures roughly 6.5 mm across; the factor can be nudged for a thick girdle or a different cut. Everything is computed locally and deterministically, so it is instant and private. Ideal for jewellery and appraisal tools, gem-dealer and auction apps, and lapidary calculators. Pure local computation — no key, no third-party service, instant. Weight maths only — it does not price the stone or grade the colour and clarity. 3 compute endpoints. For gold karat and fineness use a gold-purity API.

api.oanor.com/gemstone-api

Frequently asked questions

Quick answers about pricing, quotas, and integration.

How do I get an API key for Black-Scholes Options API?
Sign up for free at oanor.com, generate an API key from the developer dashboard, and call Black-Scholes Options API with the x-oanor-key header. No credit card needed for the free tier.
What's the rate limit for Black-Scholes Options API?
Free tier allows 1 request per second. Paid plans scale up to 50 requests per second on the Mega tier. Hard limits return HTTP 429 above the quota — no surprise overage charges.
How much does Black-Scholes Options API cost?
Black-Scholes Options API has a free tier with 100 calls / month. Paid plans start at €12.00 / month with higher quotas and faster rate limits.
Can I cancel my subscription anytime?
Yes. Plans are billed monthly and you can cancel anytime from your billing dashboard. No long-term contracts and no cancellation fee.
Is Black-Scholes Options API GDPR-compliant?
All requests to Black-Scholes Options API go through our EU-based gateway. Your upstream API key never leaves our server and no personal data is shared with the upstream provider beyond the request you send.

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Code snippets

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curl https://api.oanor.com/blackscholes-api/SOME_PATH \
  -H "x-oanor-key: oanor_test_..."
const res = await fetch("https://api.oanor.com/blackscholes-api/SOME_PATH", {
  headers: { "x-oanor-key": "oanor_test_..." }
});
const data = await res.json();
$ch = curl_init("https://api.oanor.com/blackscholes-api/SOME_PATH");
curl_setopt($ch, CURLOPT_RETURNTRANSFER, true);
curl_setopt($ch, CURLOPT_HTTPHEADER, ["x-oanor-key: oanor_test_..."]);
$response = curl_exec($ch);
import requests
r = requests.get(
    "https://api.oanor.com/blackscholes-api/SOME_PATH",
    headers={"x-oanor-key": "oanor_test_..."},
)
print(r.json())

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