API · /options-api

Options Pricing API

healthy 4,647 Subscribers

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.

#options #black-scholes #greeks #finance #derivatives #developer-tools

api.oanor.com/options-api

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Machine-readable spec so AI agents can integrate this API.

/api/options-api/openapi.json

/api/options-api/llms.txt

Discovery: GET /api/index.json lists every API.

API health

healthy

Uptime: 100.00%; Server probes · 24h
Avg latency: 78 ms; Server probes · 24h
Subscribers: 4,647; active
Total calls: 36; last 7 days

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Pricing

Pick a tier — billed monthly, cancel anytime.

Free

2,000 calls / month
2 requests / second
Hard cap (429 above quota, no overage)
Black-Scholes European call & put pricing
First-order Greeks: delta, gamma, theta, vega, rho
2,000 calls/month for prototyping
Deterministic closed-form results

Starter

€15.00 /month

40,000 calls / month
5 requests / second
Hard cap (429 above quota, no overage)
40,000 priced contracts/month
Full first-order Greeks on every response
Continuous dividend-yield adjustment
Sub-millisecond deterministic compute

Pro

€39.00 /month

300,000 calls / month
15 requests / second
Hard cap (429 above quota, no overage)
300,000 calls/month for trading dashboards
Implied-volatility solver included
Batch-quote pricing for option chains
Priority support

Mega

€119.00 /month

2,000,000 calls / month
40 requests / second
Hard cap (429 above quota, no overage)
2,000,000 calls/month for high-volume desks
Full Greeks + IV solver at scale
40 req/s burst for live risk grids
SLA-backed deterministic pricing

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PremiumApi

Related APIs

Other APIs with overlapping tags.

Black-Scholes Options API

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.

api.oanor.com/blackscholes-api

CAGR & Returns API

Investment growth and return maths as an API, computed locally and deterministically. The cagr endpoint computes the compound annual growth rate, CAGR = (end/begin)^(1/years) − 1 — the single smoothed annual rate that compounds a starting value into an ending value — together with the total return and the growth multiple, so €1,000 growing to €2,000 over five years works out to about 14.87 %/yr. The future-value endpoint compounds a single lump sum, FV = PV·(1+r)^n, and the present-value endpoint discounts a future lump sum back to today, PV = FV/(1+r)^n. The annualize endpoint converts a total holding-period return over a span of years into an equivalent annual rate, and back the other way. The doubling-time endpoint gives the exact time for money to double, ln2/ln(1+r), alongside the Rule-of-72, Rule-of-70 and Rule-of-69.3 quick estimates — at 8 % money doubles in about nine years. Rates are decimals (0.07 = 7 %) except the doubling endpoint which takes a percentage. Everything is computed locally and deterministically, so it is instant and private. Ideal for fintech, investing, portfolio, robo-advisor, personal-finance and finance-education app developers, return-and-growth calculators, and dashboards. Pure local computation — no key, no third-party service, instant. Live, nothing stored. 5 endpoints. These are single-sum growth and return metrics; for level-payment loans use a loan API and for regular-deposit savings a savings API.

api.oanor.com/cagr-api

Inflation Calculator API

Inflation-economics maths as an API, computed locally and deterministically. The adjust endpoint expresses a value across time in two ways — by an annual inflation rate over a number of years, V = amount·(1+r)^years, or by a ratio of consumer-price-index figures, V = amount·CPI_end/CPI_start — so an old price can be restated in today's money, with the total inflation over the period. The real-rate endpoint computes the real (inflation-adjusted) interest or investment rate from a nominal rate and an inflation rate using the Fisher equation, 1 + real = (1 + nominal)/(1 + inflation), alongside the rough nominal-minus-inflation approximation. The purchasing-power endpoint shows how inflation erodes money over time — the future buying power of today's amount, amount/(1+r)^years, the value lost and the larger amount needed to maintain the same purchasing power. Rates may be entered as a percent or a fraction and amounts in any currency. Everything is computed locally and deterministically, so it is instant and private. Ideal for personal-finance, budgeting, salary, retirement-planning and economics app developers, cost-of-living and real-return tools, and finance education. Pure local computation — no key, no third-party service, instant. Live, nothing stored. 3 endpoints. This is inflation adjustment; for loan repayments use a loan API and for investment growth an investment API.

api.oanor.com/inflation-api

Bond Pricing API

Fixed-income bond maths as an API, computed locally and deterministically. The price endpoint computes a bond's price from its face value, coupon rate, yield to maturity, years to maturity and coupon frequency — Price = Σ coupon/(1+y)ᵗ + face/(1+y)ⁿ with y the periodic yield — and reports the clean price as a percent of par, the annual coupon, the current yield and whether the bond trades at a premium, discount or par. The yield endpoint inverts this, solving for the yield to maturity that matches a given market price by bisection, with the current yield. The duration endpoint computes the Macaulay duration (the cash-flow-weighted average time), the modified duration (which approximates the percent price change per 1 % yield move), the convexity and the DV01 (the price change per basis point). A zero-coupon bond is just coupon rate 0. Everything is computed locally and deterministically, so it is instant and private. Ideal for fintech, fixed-income, treasury and portfolio app developers, bond-analytics and risk tools, and finance education. Pure local computation — no key, no third-party service, instant. Live, nothing stored. 3 endpoints. This is bond analytics; for option pricing use an options API and for NPV and IRR an NPV API.

api.oanor.com/bond-api

Frequently asked questions

Quick answers about pricing, quotas, and integration.

How do I get an API key for Options Pricing API?

Sign up for free at oanor.com, generate an API key from the developer dashboard, and call Options Pricing API with the x-oanor-key header. No credit card needed for the free tier.

What's the rate limit for Options Pricing 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 Options Pricing API cost?

Options Pricing API has a free tier with 100 calls / month. Paid plans start at €15.00 / 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 Options Pricing API GDPR-compliant?

All requests to Options Pricing 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.

Options 3

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Pick an endpoint from the list on the left to see its details and try it.

GET /v1/black-scholes

Option price

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Parameters

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GET /v1/greeks

Option Greeks

Playground

Parameters

Custom headers

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GET /v1/implied-volatility

Implied volatility

Playground

Parameters

Custom headers

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GET /v1/meta

Spec

Playground

Custom headers

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Code snippets

curl https://api.oanor.com/options-api/SOME_PATH \
  -H "x-oanor-key: oanor_test_..."

const res = await fetch("https://api.oanor.com/options-api/SOME_PATH", {
  headers: { "x-oanor-key": "oanor_test_..." }
});
const data = await res.json();

$ch = curl_init("https://api.oanor.com/options-api/SOME_PATH");
curl_setopt($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/options-api/SOME_PATH",
    headers={"x-oanor-key": "oanor_test_..."},
)
print(r.json())

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Options Pricing API

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Pricing

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Related APIs

Black-Scholes Options API

CAGR & Returns API

Inflation Calculator API

Bond Pricing API

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