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POST/api/1/derivatives/options/price

Price Option

Price a custom option using Black-Scholes and binomial tree models. Returns both prices plus full Greeks.

Request Body

required
application/json
object
spotnumber

Current underlying price

strikenumber

Option strike price

expirynumber

Time to expiry in years

ratenumber

Risk-free rate (e.g. 0.045 for 4.5%)

volatilitynumber

Implied volatility (e.g. 0.25 for 25%)

typestring
Allowed values:
callput
Default:call
stylestring
Allowed values:
europeanamerican
Default:european

Responses

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Request
curl -X POST \
  'https://api.eulerpool.com/api/1/derivatives/options/price' \
  -H 'Accept: application/json' \
  -H 'Content-Type: application/json'
200 Response
{
  "bsPrice": 0,
  "binomialPrice": 0,
  "earlyExercisePremium": 0,
  "greeks": {
    "delta": 0,
    "gamma": 0,
    "theta": 0,
    "vega": 0,
    "rho": 0
  }
}