Flashalpha
Real-time & historical options analytics: GEX, dealer positioning, vol, VRP, 0DTE, CME futures
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Settings → Connectors → Add custom connector
URL: https://lab.flashalpha.com/mcpSettings → Apps & Connectors → Advanced → Developer mode
Create connector with URL: https://lab.flashalpha.com/mcp{
"mcpServers": {
"flashalpha": {
"url": "https://lab.flashalpha.com/mcp"
}
}
}claude mcp add --transport http flashalpha https://lab.flashalpha.com/mcp{
"servers": {
"flashalpha": {
"type": "http",
"url": "https://lab.flashalpha.com/mcp"
}
}
}73 tools, verified live
get_strategyread-onlyGet a strategy decision envelope for one of 10 options-based trading signals. signal enum values and what each answers: • flow_anomaly — directional options-flow imbalance: is call/put premium skewing bullish or bearish? • expiry_positioning — OPEX pin risk and iron-fly setup: should you fade into expiry? • zero_dte — same-day range compression: what is the 0DTE expected range and dealer regime? •
get_vix_stateread-onlyVIX regime vs SPX realized volatility: overvixing/undervixing/neutral label, spread (VIX minus SPX RV20d), ratio, and interpretation. Use to classify fear gauge premium, identify contango/backwardation in vol term structure, assess short-vol vs long-vol environment, or time volatility-selling strategies.
get_surfaceread-onlyGet the live 50x50 implied-volatility surface grid over (tenor, log-moneyness). Built from OTM contract IVs with bilinear interpolation.
get_stock_summaryread-onlyGet comprehensive stock summary: price, ATM IV, historical vol, VRP, skew, term structure, options flow, exposure data, and macro context (VIX, Fear & Greed, yield curve).
get_stock_flowread-onlyRaw intraday stock trade-flow for one symbol. Views: 'recent' (recent stock trades, newest first), 'summary' (stock trade-flow totals), 'blocks' (large stock trades), 'history' (minute stock-flow buckets, newest first), 'cumulative' (cumulative net stock flow), 'bars' (multi-resolution OHLCV+flow bars, oldest first, for live chart feeds).
get_historical_exposure_summaryread-onlyReplay the full exposure summary (net GEX/DEX/VEX/CHEX, regime, hedging estimates, top strikes) at any minute since April 2018. Alpha tier.
post_screenerread-onlyFind, rank, and compare symbols across the whole universe in ONE call. Use this whenever the user does NOT name a single ticker but asks which / what / find / scan / screen / rank / top / most / highest / lowest across stocks (e.g. 'which names have the most negative gamma', 'rank tickers by VRP', 'highest IV stocks right now', 'most pinned symbols today', 'cheap IV with positive gamma'). Prefer t
get_historical_advanced_volatilityread-onlyReplay advanced volatility analytics (SVI parameters, forward prices, total variance surface, arbitrage flags, greek surfaces, variance swap fair values) at any minute since April 2018. EOD-stamped (SVI fits refresh daily). Alpha tier.
get_historical_chexread-onlyReplay charm exposure (CHEX) by strike at any minute since April 2018. Alpha tier.
get_tickersread-onlyList all available stock/ETF tickers with live options data.
get_levelsread-onlyGet key options levels: gamma flip point, call wall, put wall, max pain, highest OI strike. These act as support/resistance from dealer hedging.
get_flow_scanread-onlyCross-symbol options/stock flow leaderboard (biggest buyers/sellers by net notional) and flow outliers (most imbalanced symbols) across the universe. asset: 'options' | 'stocks'. kind: 'leaderboard' (ranked net notional buyers/sellers) | 'outliers' (flow outlier scan, ranked by absolute net notional).
get_vrpread-onlyGet volatility risk premium (VRP) dashboard: live IV vs realized vol, VRP percentiles, term structure, regime classification, strategy scores, and macro context.
get_expected_moveread-onlyStraddle-implied expected move per expiry: 1-sigma dollar and percent range, upper/lower bounds, straddle price, and ATM IV. Use to size trades, evaluate premium levels, or compare market-implied move vs realized range.
get_realized_volread-onlyRange-based realized (historical) volatility estimators over 10/20/30-day windows: close-to-close, Parkinson, Garman-Klass, Rogers-Satchell, and Yang-Zhang. Range estimators use the daily high/low/open/close and are 5–8× more statistically efficient than close-to-close. Alpha tier. Use to measure realized vol robustly, compare estimators, or feed a vol-risk-premium calc.
get_advanced_volatilityread-onlyGet advanced volatility analytics: SVI parameters, forward prices, total variance surface, arbitrage detection, greeks surfaces (vanna, charm, volga, speed), and variance swap fair values. Alpha tier required.
get_historical_levelsread-onlyReplay key options levels (gamma flip, call/put walls, highest OI strike, 0DTE magnet) at any minute since April 2018. Alpha tier.
get_historical_narrativeread-onlyReplay the verbal narrative analysis (regime, key-level commentary, prior-day comparison) at any minute since April 2018. Alpha tier.
get_vrp_historyread-onlyGet historical VRP time series: daily ATM IV, realized vol (5/10/20/30d), VRP, straddle price, and expected move for charting and backtesting.
post_structure_greeksread-onlyAggregate Black-Scholes position greeks (delta, gamma, theta, vega, rho, vanna, charm) for a multi-leg options structure. Pure math — pass legs as JSON. Different body than Structure P&L: needs a top-level `spot` and per-leg `expiry`+`impliedVol`.
get_accountread-onlyGet your account info: plan, daily quota limit, usage today, remaining calls.
get_spot_vol_correlationread-only20-day and 60-day Pearson correlation between spot log-returns and ATM IV first-differences. Equity indices typically run strongly negative (vol spikes on spot down). Use to assess leverage effect strength, calibrate vanna/vol-of-vol hedges, or classify correlation regime.
get_svi_paramsread-onlyLive SVI-fitted volatility surface per expiry: calibrated (a, b, rho, m, sigma) parameters, ATM total variance, and ATM IV. Use for surface reconstruction, SVI arbitrage checking, variance swap pricing, or quant vol-model inputs. Alpha tier required.
get_exposure_basketread-onlyWeighted cross-symbol aggregate of GEX, DEX, VEX, CHEX across up to 50 symbols. Equal weights when weights omitted; otherwise normalised to sum 1. Use for portfolio/basket scanner, sector exposure roll-up, or custom index dealer positioning.
get_exposure_sheetread-onlyUnified per-strike exposure sheet: GEX, DEX, VEX, CHEX, and DAG in one response with chain totals, Line-in-the-Sand inflection strike, gamma peaks, and OPEX/triple-witching flags. Use to scan all greeks at every strike in a single call.
get_liquidityread-onlyPer-expiry option liquidity score (0-100), ATM bid-ask spread percent, OI-weighted spread, ATM OI depth, and chain-level execution quality. Labels: tight (>=75), normal (>=50), wide (>=20), illiquid (<20). Use to select the most liquid expiry, assess execution quality, or screen for tight spreads.
get_flow_signalsread-onlyScored, classified unusual options activity feed: sweeps, blocks, smart money, opening bias, intent classification, scored unusual flow. Each signal includes score breakdown, greeks enrichment, and delta-notional. Set summarize=true for a cheap net bullish/bearish + opening/closing premium roll-up across the window.
get_narrativeread-onlyGet verbal GEX narrative analysis. Describes gamma regime, key levels, dealer positioning, and price action implications in plain English.
get_historical_max_painread-onlyReplay max pain, pain curve, dealer alignment, and pin probability at any minute since April 2018. Alpha tier.
get_option_chainread-onlyGet option chain metadata: available expirations and strikes for a ticker.
post_structure_pnlread-onlyAt-expiry P&L curve and breakevens for a multi-leg options structure (vertical spread, iron condor, straddle, butterfly, calendar). Pure math, no market lookup — pass the legs as JSON.
get_volatility_forecastread-onlyConditional volatility forecasts: EWMA (RiskMetrics, λ=0.94), HAR-RV (Corsi), and GARCH(1,1) fitted by maximum likelihood with Gaussian or Student-t innovations. Returns fitted params (omega/alpha/beta/dof), persistence, long-run vol, half-life, and a multi-horizon (1/5/21-day) forecast. Alpha tier. Use to forecast next-day/forward volatility or gauge vol mean-reversion. Pass dist='gaussian' or 's
get_exposure_summaryread-onlyGet full exposure summary: net GEX/DEX/VEX/CHEX, gamma regime (positive/negative), key levels, hedging estimates, zero-DTE breakdown, top strikes.
get_historical_vrpread-onlyReplay VRP dashboard (z-score, percentile, regime, strategy scores) at any minute since April 2018. Percentiles and z-scores are leak-free: date-bounded in SQL so the backtest only sees data strictly before the `at` timestamp. Alpha tier.
get_historical_option_quoteread-onlyReplay the full option chain with BSM greeks, IV, OI at any minute since April 2018. Filter by expiry, strike, and type. Alpha tier.
get_historical_volatilityread-onlyReplay volatility analytics (ATM IV, realised vol, IV-RV spreads, skew, term structure) at any minute since April 2018. Alpha tier.
get_universeread-onlyCurated tier-1 / tier-2 symbol directory of symbols kept pre-warmed in the screener. Use to discover which symbols have guaranteed-warm data, check coverage before subscribing, or enumerate the tracked universe for cross-sectional scans.
get_historical_stock_summaryread-onlyReplay the comprehensive stock summary (price, IV, VRP, exposure, flow, macro) at any minute since April 2018. Alpha tier.
get_zero_dteread-onlyGet zero-days-to-expiration (0DTE) analytics: intraday gamma, time decay acceleration, pin risk, dealer hedging pressure for contracts expiring today.
get_vexread-onlyGet vanna exposure (VEX) by strike. Shows how dealer hedging changes with volatility moves.
get_earnings_calendarread-onlyUpcoming earnings calendar over a configurable forward window. Returns event date, session (bmo/amc), confirmation status, fiscal period, importance rating, consensus EPS estimate, and stored implied-move percent for each event. Filter by symbols list and minimum importance; adjust days-ahead window (1–90, default 14).
get_dealer_premiumread-onlyNet dealer options premium — are dealers net buying or writing premium today (VWAP-weighted buy vs write across the full flow tape); shows whether dealers are net long or short premium over the configurable window; Alpha tier.
get_dispersionread-onlyIndex vs single-name implied correlation and realized correlation across a user-supplied basket. Returns correlation premium (implied minus realized), dispersion trade setup, implied vol of the index vs basket, and per-constituent vol contribution. Use for dispersion trading, correlation premium sizing, or cross-asset vol arb. Alpha tier required.
get_gexread-onlyGet gamma exposure (GEX) by strike. Shows dealer gamma positioning, gamma flip, call/put walls. Reveals where dealer hedging creates support/resistance.
get_dexread-onlyGet delta exposure (DEX) by strike. Shows net dealer delta and directional bias from options hedging.
calculate_greeksread-onlyCalculate Black-Scholes option greeks (delta, gamma, theta, vega, rho, vanna, charm, speed, zomma, color). Pure math — no market data needed.
get_option_quoteread-onlyGet live option quote with bid, ask, mid, IV, greeks, open interest, and volume. Filter by expiry, strike, and type.
get_flow_levelsread-onlyLive (simulation-aware) gamma flip, call wall, put wall, and max pain — computed on effective OI (settled + intraday simulator delta). More current than /v1/exposure/levels during the session.
get_flow_summaryread-onlyAt-a-glance simulation-aware flow card: headline flow direction (no_flow/neutral/amplifying/dampening/regime_flip), intraday delta, and live GEX with percent shift from settled. Cheap to poll across a watchlist.
get_earnings_screenerread-onlyCross-sectional earnings screener: ranks upcoming events by VRP richness, cheapest implied move, highest historical IV crush, or importance. Returns implied-move percent, premium ratio (implied / realized-median), median historical IV crush, and richness assessment for each event. Configurable forward window, row limit, and minimum importance filter.
get_term_structureread-onlyPer-greek exposure aggregated by DTE bucket (0-7d, 8-30d, 31-60d, 61-180d, 180d+) and per expiry. Equivalent to four separate exposure calls grouped by time. Use to understand how GEX/DEX/VEX/CHEX rolls off across the term structure.
get_symbolsread-onlyList of symbols currently queried with live data cached in the system. Use to see which symbols have active real-time data, check if a specific ticker has been warmed up, or enumerate what is being tracked live right now.
get_historical_coverageread-onlyList symbols backfilled in the historical archive with coverage windows, day counts, and gaps. Call this first to check whether a symbol + date range is queryable before sending a replay request. Alpha tier.
get_volatilityread-onlyGet comprehensive volatility analysis: ATM IV, realized vol (5/10/20/30d), VRP, 25-delta skew, IV term structure, GEX by DTE, theta by DTE, hedging scenarios, liquidity metrics.
get_chexread-onlyGet charm exposure (CHEX) by strike. Shows how dealer delta hedging changes as time passes — reveals time-decay-driven flows.
get_historical_zero_dteread-onlyReplay 0DTE analytics (pin risk, expected move, gamma acceleration, dealer hedging estimates for same-day expiry) at any minute since April 2018. Alpha tier.
get_flow_pin_riskread-onlyLive pin-risk score with full sub-score breakdown, computed on effective (simulation-aware) OI. Reflects intraday flow changes to dealer positioning.
calculate_kellyread-onlyCompute Kelly criterion optimal position sizing for an option trade. Uses BSM expected value vs premium to find edge-maximizing bet size.
get_option_flowread-onlyRaw intraday option trade-flow for one underlying. Views: 'recent' (recent option trades, newest first), 'summary' (option trade-flow totals by underlying), 'blocks' (large option trades by underlying), 'history' (minute option-flow buckets, newest first), 'cumulative' (cumulative net option net premium by underlying).
get_flow_liveread-onlyHeadline flow bundle in one call: effective OI state, live levels, live GEX/DEX totals, pin-risk score, and dealer-risk summary. Pass view='gex' for the full simulation-aware live GEX surface, view='dex' for live DEX, view='oi' for the raw OI simulator state (model input) — or omit view for the combined live bundle.
get_historical_surfaceread-onlyReplay the implied volatility surface grid at any minute since April 2018. EOD-stamped (SVI parameters refresh daily). Alpha tier.
get_earningsread-onlyGet earnings analytics for a symbol across six lenses. kind enum values: • expected_move — earnings-implied move decomposition: splits front-expiry straddle into jump vs baseline-diffusion using pre/post-event SVI term structure. • history — past earnings events: EPS/revenue surprises, implied vs actual moves, and realized IV crush per event. • iv_crush — expected + historical IV-crush distributio
get_oi_diffread-onlyDay-over-day open-interest deltas: per-contract OI changes, top-N sorted by absolute magnitude, and call/put aggregate totals. Use to track new positioning, unwinding, and block print intent from OI shifts.
get_flow_dealer_riskread-onlySettled vs live dealer risk shift: GEX/DEX adjustment since open, percent shifts, direction classifier (amplifying/dampening/neutral/no_flow/regime_flip), and a plain-English description of the intraday flow impact.
get_historical_dexread-onlyReplay delta exposure (DEX) by strike at any minute since April 2018. Alpha tier.
get_skew_termread-onlyVolatility skew term structure per expiry: ATM IV, 25-delta and 10-delta risk reversal, butterfly spread, skew_25d (put IV minus call IV), and tail convexity. Use for put/call skew across expirations, 25-delta risk reversal, butterfly convexity, or comparing near-term vs far-term skew.
solve_ivread-onlySolve for implied volatility from option market price. Reverse-engineers BSM to find what vol is priced in.
get_stock_quoteread-onlyGet real-time stock quote (bid, ask, mid, last price) for a ticker symbol.
get_max_painread-onlyGet max pain strike, pain curve, put/call OI ratio, dealer alignment, pin probability, and per-expiration breakdown.
get_historical_vexread-onlyReplay vanna exposure (VEX) by strike at any minute since April 2018. Alpha tier.
get_historical_stock_quoteread-onlyReplay a stock bid/ask/mid at any minute since April 2018. Alpha tier.
get_zero_dte_flowread-onlyLIVE simulation-aware 0DTE flow — snapshot (current net GEX/DEX, gamma flip, walls, pin score, flow direction; fresher than get_zero_dte which uses settled OI and goes stale after ~10:30 ET), series (intraday time-series of 0DTE positioning for charting), hedge_flow (estimated dealer hedge-flow delta-dollars per bar + cumulative since open). Growth+.
get_historical_gexread-onlyReplay gamma exposure (GEX) by strike at any minute since April 2018. Returns same shape as live /v1/exposure/gex. Alpha tier.
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