finance_option_price
shallowio.github.Thyphex/agenttools-hub · Verify this server
European option pricing with the Black-Scholes-Merton model: exact price for calls and puts plus delta, gamma, theta, vega and rho, with dividend yield support. Deterministic closed-form math — the numbers agents should quote instead of hallucinating option values. Use this when an agent needs to black-Scholes price + all five Greeks. x402 price $0.003/call (USDC, eip155:8453).
1 trials · measured 3 days ago
finance_option_price scores 100.0/100 on Vouch's measured behaviour index, from 1 real invocation trials against io.github.Thyphex/agenttools-hub, measured 18 Oct 2026 under methodology v0.2.0. Every measured component scored 100.
Component breakdown
| Component | Weight | Value |
|---|---|---|
| Reliability | 35% | not applicable |
| Schema integrity | 25% | 100.0 |
| Failure behaviour | 15% | not applicable |
| Latency | 15% | not applicable |
| Concurrency | 10% | not applicable |
Tool details
- Transport
- remote
- Credential class
- self-provisionable
- Input schema
- not declared
- Output schema
- not declared
- Side-effect classification
- unclassified
Score history
| Day | Score | Tier | Methodology |
|---|---|---|---|
| 2026-10-18 | 100.0 | shallow | v0.2.0 |
Probe evidence
| Probe | Outcomes |
|---|---|
| schema_integrity | pass: 1 |
Raw request/response logs are not archived yet — the outcome counts above are drawn directly from every recorded trial.
Embed this score
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[](https://vouch.tools/tools/c2aba213-b3d3-4678-8777-a2f42b44e92d)