Intrinsic vs extrinsic value API

Decompose an option price into intrinsic value (call = max(0, S-K), put = max(0, K-S)) and extrinsic/time value (price - intrinsic), with each as a percent of price and the moneyness (ITM/ATM/OTM). Deterministic value split. Answers 'how much of this premium is time value','what's the intrinsic value of this option','is this option mostly extrinsic'.

Price$0.03per request

MethodPOST

Route/v1/calc/opt-intrinsic-extrinsic

StatusLive

MIME typeapplication/json

Rate limit120/minute

CacheNo cache

optionsintrinsic-valueextrinsic-valuecalctime-valuemoneynessderivativestrading

API URLhttps://x402.hexl.dev/v1/calc/opt-intrinsic-extrinsic

Integration docs

Example request

{
  "type": "call",
  "underlying": 110,
  "strike": 100,
  "optionPrice": 13
}

Example response

{
  "type": "call",
  "underlying": 110,
  "strike": 100,
  "optionPrice": 13,
  "intrinsicValue": 10,
  "extrinsicValue": 3,
  "intrinsicPercent": 76.9231,
  "extrinsicPercent": 23.0769,
  "moneyness": "ITM"
}

Input schema

{
  "type": "object",
  "required": [
    "type",
    "underlying",
    "strike",
    "optionPrice"
  ],
  "properties": {
    "type": {
      "type": "string",
      "enum": [
        "call",
        "put"
      ]
    },
    "underlying": {
      "type": "number",
      "examples": [
        110
      ]
    },
    "strike": {
      "type": "number",
      "examples": [
        100
      ]
    },
    "optionPrice": {
      "type": "number",
      "examples": [
        13
      ]
    }
  }
}

Output schema

{
  "type": "object",
  "additionalProperties": true
}