black_scholes

SERVERScorpTech x402 API SOURCEhttps://scorptech.it.com/api/x402/mcp

Medium RISK CLASS

Category Write

Parameters 83 required

Recommended Rate-limitedsee the rule below

Registry record Grade F, identity unverified Pull the record →

This record as markdown: /tools/com-it-scorptech-x402/black-scholes.md

WHAT IT DOES

What black_scholes does on ScorpTech x402 API

AI agents use black_scholes to create or update resources in ScorpTech x402 API, usually the action step of a workflow, after the agent has gathered context. Every call changes real data in your ScorpTech x402 API environment.

Parameter	Type	Required	Description
`spot`	number	Yes	Underlying price
`type`	string	—
`strike`	number	Yes
`ratePct`	number	—	Risk-free rate, continuous, percent
`marketPrice`	number	—	Option market price: solve implied volatility (needs type call or put)
`daysToExpiry`	number	Yes	Calendar days to expiry (year = 365)
`volatilityPct`	number	—	Annualised volatility in percent (not needed when solving implied vol)
`dividendYieldPct`	number	—

Parameters from the server's own tool schema.

RISK

Why black_scholes is rated Medium

An AI agent can call black_scholes faster than any human can review: one bad instruction and it creates or modifies resources in ScorpTech x402 API by the hundred, each call as confident as the last.

Attacks that exploit this kind of access

RECOMMENDED RULE

The rule that runs black_scholes safely

PolicyLayer is an MCP gateway: it sits between your AI agents and ScorpTech x402 API, and checks every tool call against a rule you set before the call runs. Nothing changes on the server itself. For black_scholes, this is the rule to start with:

black_scholes Rate-limited

black_scholes stays usable, but capped: an agent stuck in a loop can't make hundreds of changes a minute. Everything else on the server is denied unless you say otherwise.

View as policy code

policy.json

{
  "version": "1",
  "default": "deny",
  "tools": {
    "black_scholes": {
      "limits": [
        {
          "counter": "black_scholes_rate",
          "window": "minute",
          "max": 30,
          "scope": "grant"
        }
      ]
    }
  }
}

LIMIT THIS TOOL → Instant setup, no code required.

The button opens the PolicyLayer dashboard: create your workspace, connect ScorpTech x402 API, apply this rule, and every black_scholes call is checked against it from then on.

FAQ

Questions about black_scholes

What does the black_scholes tool do? +

European option pricing (Black-Scholes-Merton with continuous dividend yield): call and put prices, delta, gamma, vega, theta per day, rho, d1/d2 and probability of finishing in the money; with a market price it solves implied volatility. Works for equity, index and crypto options (set the yield to 0). Price: $0.002 USDC per successful call (x402, Solana). Same tool over HTTPS: GET https://scorptech.it.com/api/x402/v1/black-scholes. It is categorised as a Write tool in the ScorpTech x402 API MCP Server, which means it can create or modify data. Consider rate limits to prevent runaway writes.

What parameters does black_scholes accept? +

black_scholes accepts 8 parameters: spot, type, strike, ratePct, marketPrice, daysToExpiry, volatilityPct, dividendYieldPct. Required: spot, strike, daysToExpiry. The full parameter table on this page comes from the server's own tool schema.

How do I enforce a policy on black_scholes? +

Register the ScorpTech x402 API MCP server in PolicyLayer and add a rule for black_scholes: allow, deny, rate-limit, or require approval. Point your MCP client at the PolicyLayer proxy URL and the rule is enforced on every call, before it reaches ScorpTech x402 API. Nothing to install.

What risk level is black_scholes? +

black_scholes is a Write tool with medium risk. Write tools should be rate-limited to prevent accidental bulk modifications.

Can I rate-limit black_scholes? +

Yes. Add a rate_limit block to the black_scholes rule in your PolicyLayer policy. For example, setting max: 10 and window: 60 limits the tool to 10 calls per minute. Rate limits are tracked per agent session and reset automatically.

How do I block black_scholes completely? +

Set action: deny in the PolicyLayer policy for black_scholes. The AI agent will receive a policy violation error and cannot call the tool. You can also include a reason field to explain why the tool is blocked.

What MCP server provides black_scholes? +

black_scholes is provided by the ScorpTech x402 API MCP server (https://scorptech.it.com/api/x402/mcp). PolicyLayer sits as a proxy in front of this server to enforce policies before tool calls reach the server.

KEEP EXPLORING

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Govern customer-ops agents →Argument validation →Scoped token →