Black-Scholes option price and Greeks (delta, gamma, vega, theta) from JSON keys spot, strike, tau (years; 3-month = 0.25), sigma (annualized volatility), and is_call (boolean). Pure closed-form calculation, no market data looked up or stored. vega is ∂price/∂sigma per 1.0 volatility (not per 1%).
| Network | Scheme | Amount | Pay To |
|---|---|---|---|
| Base | exact | $0.01 USDC | 0x5037...F6FD |