Spec

Code-Snippets

curl "https://api.oanor.com/blackscholes-api/v1/meta" \
  -H "x-oanor-key: oanor_test_..."

await fetch("https://api.oanor.com/blackscholes-api/v1/meta", {
  headers: { "x-oanor-key": "oanor_test_..." }
});

$ch = curl_init("https://api.oanor.com/blackscholes-api/v1/meta");
curl_setopt($ch, CURLOPT_HTTPHEADER, ["x-oanor-key: oanor_test_..."]);
curl_setopt($ch, CURLOPT_RETURNTRANSFER, true);
$out = curl_exec($ch);

import requests
requests.get(
    "https://api.oanor.com/blackscholes-api/v1/meta",
    headers={"x-oanor-key": "oanor_test_..."}
)

Beispiel-Response

Echte Antwort dieses Endpoints, erfasst beim letzten Health-Check.

{
    "data": {
        "notes": "Inputs: spot, strike, rate (annualized), volatility (annualized), time (years), optional dividend_yield. European exercise, continuous compounding. For American options or implied volatility this returns the European model only.",
        "service": "blackscholes-api",
        "endpoints": {
            "GET /v1/meta": "This document.",
            "GET /v1/price": "Call and put price plus d1/d2.",
            "GET /v1/greeks": "Delta, gamma, vega, theta and rho for call and put."
        },
        "description": "Black-Scholes-Merton European option pricing and Greeks (delta, gamma, vega, theta, rho)."
    },
    "meta": {
        "timestamp": "2026-06-05T19:50:26.226Z",
        "request_id": "5627ef76-490a-46d4-adba-922f7290034d"
    },
    "status": "ok",
    "message": "Meta",
    "success": true
}