OpenChainGraph · QFA-01 · Wave 3 · Zero-Egress

Options Greeks Calculator

Black-Scholes pricer with full first-order Greeks — delta, gamma, theta, vega, rho. Equity, FX and interest rate presets. Payoff profile and delta sensitivity sweep. Exports AP2 risk_parameter mandate, chainable into QFA-04 XVA/CVA. FRTB SA · Basel III market risk.

v1.0.0 risk_parameter Black-Scholes Wave 3 Zero-Egress
🔒 All inputs are processed locally in your browser. No data is transmitted. Do not enter real personal data — use synthetic or anonymised inputs only.
Preset
Equity Call
ATM call · S=100 · K=100 · 90d · σ=20% · r=4.5%
FX Put
EUR/USD put · S=1.0850 · K=1.08 · 30d · σ=8%
Rate Caplet
IR caplet · F=5.2% · K=5% · 180d · σ=100bp
Call
Put
Greeks & Price
Payoff Profile — P&L at Expiry
Delta & Gamma vs Spot±35% spot sweep
Export

Ask your agent

Copy this paragraph into Claude, OpenClaw, or any MCP-aware agent to run this exact tool, with this sample, and verify the artifact.

Run the AINumbers MCP tool `compute_options_greeks`. Task: Price a European option and computes full Black-Scholes Greeks.
Call it with arguments: {"policy_parameters":{"spot":100,"strike":100,"expiry_days":90,"vol":20,"rate":5,"div_yield":0,"type":"call"}}
Verify before trusting: call `verify_execution_hash` on mcp.ainumbers.co (https://mcp.ainumbers.co/mcp) with the parameter `claimed_hash` set to the returned `execution_hash`, passing the full artifact the run returned (the object containing `policy_parameters` + `output_payload` + `execution_hash`; equivalently `policy_parameters` + `output_payload` with `claimed_hash`), not the bare hash string.
Return the ledger link https://ledger.ainumbers.co/ so a human can re-verify without contacting us.
PII rule: All inputs are processed locally in your browser. No data is transmitted. Do not enter real personal data — use synthetic or anonymised inputs only.
Open the tool with the sample prefilled: https://ainumbers.co/chaingraph/qfa-01-options-greeks.html#p=v1.H4sIAAAAAAAA_wFYAKf_eyJzcG90IjoxMDAsInN0cmlrZSI6MTAwLCJleHBpcnlfZGF5cyI6OTAsInZvbCI6MjAsInJhdGUiOjUsImRpdl95aWVsZCI6MCwidHlwZSI6ImNhbGwifcdkHcVYAAAA