Put-call parity solver API

Solve the put-call parity identity C - P = S - K*e^(-rT) for the one missing leg given any three of {callPrice, putPrice, underlying, strike} plus rate and time. Deterministic no-arbitrage relation LLMs misapply. Answers 'what should this call cost given the put','what's the fair put price','what underlying is implied by parity'.

Price$0.03per request

MethodPOST

Route/v1/calc/opt-put-call-parity

StatusLive

MIME typeapplication/json

Rate limit120/minute

CacheNo cache

optionsput-call-paritycalcarbitragepricingblack-scholesderivativestrading

API URLhttps://x402.hexl.dev/v1/calc/opt-put-call-parity

Integration docs

Example request

{
  "putPrice": 4,
  "underlying": 100,
  "strike": 100,
  "rate": 0.05,
  "timeToExpiryYears": 0.25
}

Example response

{
  "callPrice": null,
  "putPrice": 4,
  "underlying": 100,
  "strike": 100,
  "rate": 0.05,
  "timeToExpiryYears": 0.25,
  "solvedFor": "callPrice",
  "value": 5.2422,
  "identity": "C - P = S - K * e^(-r*T)"
}

Input schema

{
  "type": "object",
  "required": [
    "rate",
    "timeToExpiryYears"
  ],
  "properties": {
    "callPrice": {
      "type": "number",
      "examples": [
        null
      ]
    },
    "putPrice": {
      "type": "number",
      "examples": [
        4
      ]
    },
    "underlying": {
      "type": "number",
      "examples": [
        100
      ]
    },
    "strike": {
      "type": "number",
      "examples": [
        100
      ]
    },
    "rate": {
      "type": "number",
      "description": "annual risk-free rate (decimal)",
      "examples": [
        0.05
      ]
    },
    "timeToExpiryYears": {
      "type": "number",
      "description": "time to expiry in years",
      "examples": [
        0.25
      ]
    }
  }
}

Output schema

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