Skip to main content
POST
Black-Scholes Greeks (Basic)

Authorizations

X-API-Key
string
header
required

API key for authentication. Get your key at https://api.fincept.in/auth/register

Body

application/json
spot
number
required

Current price of the underlying asset

Example:

100

strike
number
required

Strike price of the option

Example:

105

risk_free_rate
number
required

Risk-free interest rate (annualized, decimal format)

Example:

0.05

volatility
number
required

Annualized volatility (decimal format)

Example:

0.25

time_to_maturity
number
required

Time to expiration in years

Example:

1

dividend_yield
number
default:0

Continuous dividend yield (annualized, decimal format)

Example:

0.02

option_type
enum<string>
default:call

Type of option

Available options:
call,
put
Example:

"call"

Response

Successful calculation

success
boolean
Example:

true

data
object