io.github.tdobrowolski1Published by GitHub account tdobrowolski1v1.6.3Updated Oct 24, 2026
Real-time & historical options analytics: GEX, dealer positioning, vol, VRP, 0DTE, CME futures
Remote MCP server for real-time and historical options analytics: dealer exposure (GEX/DEX/VEX/CHEX), volatility, VRP, 0DTE, flow and earnings.
Web executable via Streamable HTTP. Remote servers run from the web runtime once configured in a workspace.
Paste this prompt into Claude Code, Codex, Cursor or another agent — or into SourceWeft chat. The agent reads this server's install guide, shows you its publisher, endpoint and sign-in, and adds it to your client once you agree. Keys never go into a command.
Read https://sourceweft.com/mcp/io.github.tdobrowolski1%2Fflashalpha/install.md and connect the MCP server it describes to my client. Before changing any config, show me its publisher, endpoint and sign-in method and wait for my OK. Never put an API key in a command or in a file I would commit; ask me where it should come from.Add this to your client's mcpServers config.
{
"mcpServers": {
"flashalpha": {
"type": "http",
"url": "https://lab.flashalpha.com/mcp"
}
}
}Connect Claude, ChatGPT, Cursor, Windsurf, or any MCP-compatible AI assistant to live options market data. 70+ tools covering gamma exposure (GEX), delta/vanna/charm exposure, max pain, key dealer-positioning levels, IV surfaces (SVI parameters), VRP analytics + history, expected move, volatility skew & term structure, spot-vol correlation, dispersion / index-vs-component vol arbitrage, liquidity scoring, VIX macro state, the tradeable universe, exposure sheet / term-structure / multi-symbol basket / open-interest diff, Black-Scholes greeks, Kelly sizing, real-time options & stock order flow (sweeps, blocks, dealer premium), 0DTE intraday flow (snapshot, time series, hedge flow, heatmap, strike flow), 10 actionable options-strategy signals (flow-anomaly, expiry-positioning, 0DTE, dealer-regime, vol-carry, yield-enhancement, surface-anomaly, skew, term-structure, tail-pricing), a full earnings analytics suite (calendar, expected move, history, IV crush, VRP, dealer positioning, strategies, screener), multi-leg structure P&L + greeks calculators, a multi-factor options screener with field taxonomy, plus minute-resolution historical replay back to April 2018 for backtesting.
Documentation, setup snippets, and server.json metadata for the FlashAlpha remote MCP server. The server itself runs at https://lab.flashalpha.com/mcp (and /mcp-oauth for OAuth-authenticated clients) — its source is not open. Use this repo as a reference for how to wire FlashAlpha into your AI client of choice.
Two endpoints, identical tool catalog, different authentication:
https://lab.flashalpha.com/.well-known/oauth-protected-resource (RFC 9728)https://flashalpha.com/oauthEach base endpoint also has nine persona variants that expose a curated subset of the catalog for a specific trading style. Same auth model — /mcp/<persona> takes the apiKey parameter, /mcp-oauth/<persona> uses OAuth. Point your client at a persona URL instead of the base URL to load just that toolset.
/mcp + apiKey)Edit ~/Library/Application Support/Claude/claude_desktop_config.json (macOS) or %APPDATA%\Claude\claude_desktop_config.json (Windows):
Settings → MCP → Add server:
.vscode/mcp.json or user settings:
Cascade settings → MCP Servers:
Settings → Connectors → + Custom connector → Remote
https://lab.flashalpha.com/mcp-oauthflashalpha.com/oauth/login)/mcp (apiKey)Every tool call takes apiKey as a string parameter. Get a free key at flashalpha.com.
Key passes per-call rather than in a header so it works uniformly across all MCP clients without transport-level configuration.
/mcp-oauth (Bearer)OAuth 2.1 + PKCE + Dynamic Client Registration (RFC 7591). The client registers itself, walks the authorization-code + PKCE flow, and presents a Bearer JWT on each request. No apiKey parameter needed — the server resolves the user's account from the OAuth identity and forwards the API key internally for upstream /v1/* calls. Same per-user tier gating and rate limits apply as the apiKey flow.
Discovery + endpoints:
data_as_ofEvery tool result carries the API's response envelope: data_as_of, reporting when each
upstream feed last delivered to the node that answered, and endpoint_version identifying
the deployment that produced it.
This matters more for an MCP client than for a normal SDK caller: a model reading a tool result has no other way to tell a current figure from a stale one, and will otherwise present both with equal confidence.
equity_feed, equity_options_feed and oi_feed. futures_feed being null in that
result says nothing about the answer.oi_feed at the previous session's
close is correct: settled open interest is published once per session, so on a Monday
the newest figure that exists is Friday's. An options feed an hour behind during the
regular session is not correct.null means "not seen on this node", not "broken". A node that has never been
asked for a futures symbol has never opened that feed.data_as_of is not as_of. as_of is response-generation time or the newest
contract in the payload, depending on the endpoint. data_as_of describes the feeds
behind it.Historical replay tools carry a second object, archive_as_of, in the same shape: the
vintage of the archive rows actually replayed for the timestamp requested. Their
every feed in data_as_of is null, because a replay node reads the archive and consumes no live
feed.
Full reference: https://flashalpha.com/docs/lab-api-overview#response-envelope and the methodology whitepaper at https://flashalpha.com/methodology#freshness-reporting.
Tool names below are the exact strings sent via tools/call — snake_case, not the PascalCase C# method names. Copy verbatim.
get_strategy)One tool, parameterized by strategy kind, returning the uniform strategy-decision envelope (decision, score, confidence, regime, best_structures[], metrics, risk_flags[], why[], avoid_if[], data_quality).
FlashAlpha serves the full options-analytics stack for CME futures across six complexes - equity index (ES=F, NQ=F, RTY=F, YM=F, MES=F, MNQ=F), metals (GC=F gold, SI=F silver), energy (CL=F crude oil, NG=F natural gas), the Treasury curve (ZT=F, ZF=F, ZN=F, TN=F, ZB=F, UB=F), grains (ZC=F corn, ZS=F soybeans, ZW=F wheat) and crypto (BTC=F bitcoin). Options-on-futures are priced with Black-76 (forward-priced) and each root carries its own CME contract multiplier, so notionals and dollar gamma are in real dollars. Note the quote conventions: Treasuries are quoted in points of par and grains in cents, so their multipliers are the contract size divided by 100. Everything that works for an equity works for futures: gamma exposure (GEX), DEX, VEX, CHEX, key levels, max pain, the IV surface, exposure summary, narrative, and live flow.
Call any live tool with the futures symbol — e.g. get_gex with symbol: "ES=F" returns gamma exposure for the E-mini S&P 500 future:
Use the =F suffix - bare ES/NQ are equities, not futures. In raw REST paths URL-encode the = as %3D (e.g. GET /v1/exposure/gex/GC%3DF); SDK methods take the plain string "GC=F". Futures symbols require the Growth plan or higher. Historical replay for futures is coming; live analytics are available now.
All historical tools take a required at=YYYY-MM-DDTHH:mm:ss parameter (ET wall-clock) and replay the matching live analytic at any minute since 2017-01-03. Response shapes are identical to the live counterparts — backtesting code that parses live responses works on historical with a tool-name swap.
Note: The multi-factor options screener is now exposed as the post_screener MCP tool (with get_screener_fields for the field taxonomy), in addition to POST /v1/screener. The historical replay tools cover analytics only; for raw historical tick data use the historical REST endpoints directly.
The server publishes 5 markdown documents as MCP Resources so connected clients can pull the full reference into context with one call instead of relying on tool descriptions:
Canonical workflow templates that surface in Claude Desktop / Cursor / Windsurf UI as one-click recipes:
Once connected, ask your AI assistant questions like:
Four tiers. Annual saves 20% and locks the price for 12 months.
Tier gating is enforced server-side per tool. Callers hitting a tool above their tier receive a 403 with the required plan in the response body. Current pricing: flashalpha.com/pricing.
The free tier covers single-expiry GEX on equities, key levels, the BSM Greeks/IV calculator and stock quotes. Paid tiers add:
Built for quants, prop desks, and vol funds. See the full picture and get a key: flashalpha.com/for-quant-teams
Source: README.md at commit 7bafd61
Net Dealer Risk
Settled 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.
apiKeyexpirysymbolrequiredExposure Sheet
Unified 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.
apiKeymin_oisymbolrequiredexpirationGet Historical Max Pain
Replay max pain, pain curve, dealer alignment, and pin probability at any minute since April 2018. Alpha tier.
atrequiredapiKeysymbolrequiredOption Trade Flow
Raw 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).
viewrequiredlimitapiKeyexpirysymbolrequiredminutesOptions Liquidity
Per-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.
apiKeysymbolrequiredGet Historical Volatility
Replay volatility analytics (ATM IV, realised vol, IV-RV spreads, skew, term structure) at any minute since April 2018. Alpha tier.
atrequiredapiKeysymbolrequiredGet Historical Zero-DTE
Replay 0DTE analytics (pin risk, expected move, gamma acceleration, dealer hedging estimates for same-day expiry) at any minute since April 2018. Alpha tier.
atrequiredapiKeysymbolrequiredSymbol Universe
Curated 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.
sortlimitapiKeyGet Historical Coverage
List 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.
apiKeysymbolGet GEX Narrative
Get verbal GEX narrative analysis. Describes gamma regime, key levels, dealer positioning, and price action implications in plain English.
apiKeysymbolrequiredEarnings Analytics
Get 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 with descriptive paired move proxies, sample counts and provenance limits. Stored IV contrasts are not verified observed before/after IV crush. • iv_crush — live cross-expiry IV contrast and legacy historical proxy distribution; inspect historical_context and method notices before interpreting comparability. • vrp — earnings vol-risk-premium: implied move vs realized-median, premium ratio, z-score, percentile, richness assessment. • dealer_positioning — event-scoped dealer exposure: gamma flip and walls on event-week expiries, GEX by DTE bucket, charm acceleration. • strategies — earnings strategy-suitability scores: long straddle, short strangle, iron condor, calendar spread, earnings diagonal (0–100 each).
kindrequiredapiKeysymbolrequiredStrike Expiry Dependency
Growth+: attribute gamma concentration at one exact SPY/QQQ strike to its expiries. Returns gross/net contributions, dominant expiry, units and data quality. Does not silently choose a nearby strike.
apiKeystrikerequiredsymbolrequiredStructure Greeks
Aggregate 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`.
legsrequiredapiKeySolve Implied Volatility
Solve for implied volatility from option market price. Reverse-engineers BSM to find what vol is priced in.
dterequiredspotrequiredtyperequiredpricerequiredapiKeystrikerequiredGet Historical Narrative
Replay the verbal narrative analysis (regime, key-level commentary, prior-day comparison) at any minute since April 2018. Alpha tier.
atrequiredapiKeysymbolrequiredLive Flow Bundle
Headline 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.
viewapiKeysymbolrequiredSpot-Vol Correlation
20-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.
apiKeysymbolrequiredList Available Tickers
List all available stock/ETF tickers with live options data.
apiKeyGet Historical VRP
Replay 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.
atrequiredapiKeysymbolrequiredActive Symbols
List 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.
apiKeyScreener / Scan & Rank Symbols
Find, 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 this over calling per-symbol tools in a loop. Cross-sectional screen/rank by GEX, VRP, 0DTE dominance, IV/term structure, skew, dealer risk, and strategy scores, with filters, sort, select, and custom formulas. Growth = top 10 symbols; Alpha = ~250 symbols + formulas.
queryrequiredapiKeyGet VRP History
Get historical VRP time series: daily ATM IV, realized vol (5/10/20/30d), VRP, straddle price, and expected move for charting and backtesting.
enddaysstartapiKeyseriessymbolrequiredtenor_daysHistorical Skew Series
Alpha: daily SPY/QQQ fixed-tenor 25-delta put/call skew, risk reversal, butterfly, changes and prior-only context. EOD model reconstruction with explicit gaps and unknown original publication time; not intraday as-served replay. Release pending: returns 503 historical_source_unhealthy (daily_series_disabled) until the daily-series release is enabled.
endrequiredstartrequiredapiKeysymbolrequiredtenor_daysEarnings Screener
Cross-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.
dayssortlimitapiKeymin_importanceGet Historical DEX
Replay delta exposure (DEX) by strike at any minute since April 2018. Alpha tier.
atrequiredapiKeysymbolrequiredHistorical Expected Move Outcomes
Alpha: reconstructed SPY/QQQ ATM-IV sigma bands versus matured terminal price moves and separately measured intraperiod breaches. Pending/missing outcomes stay null. Empirical fractions are not trade win probabilities; original option timestamps are unavailable. Release pending: returns 503 historical_source_unhealthy (daily_series_disabled) until the daily-series release is enabled.
endrequiredstartrequiredapiKeysymbolrequiredtenor_daysGet Historical Stock Summary
Replay the comprehensive stock summary (price, IV, VRP, exposure, flow, macro) at any minute since April 2018. Alpha tier.
atrequiredapiKeysymbolrequiredStructure P&L
At-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.
legsrequiredapiKeyLive 0DTE Flow
LIVE 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+.
barsideviewrequiredapiKeysymbolrequiredminutesFlow Leaderboard / Outliers
Cross-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).
kindrequiredassetrequiredlimitapiKeywindowMinutesGet Realized Volatility Estimators
Range-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.
apiKeysymbolrequiredGet Key Options Levels
Get key options levels: gamma flip point, call wall, put wall, max pain, highest OI strike. These act as support/resistance from dealer hedging.
apiKeysymbolrequiredGet Option Chain
Get option chain metadata: available expirations and strikes for a ticker.
apiKeysymbolrequiredGet Strategy Signal
Get 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? • dealer_regime — dealer gamma regime classifier: positive vs negative gamma and hedging pressure. • vol_carry — VRP carry credit-spread selection: is IV elevated enough to sell premium via credit spreads? • yield_enhancement — covered-call / cash-secured-put income overlay: optimal strike for yield capture. • surface_anomaly — SVI residual rich/cheap wing detection: where is the vol surface mispriced? • skew — 25-delta skew / risk-reversal signal: put vs call skew balance and direction. • term_structure — ATM-IV term-structure signal: contango vs backwardation and roll opportunities. • tail_pricing — downside-tail richness signal: are OTM puts cheap or expensive vs history?
apiKeysignalrequiredsymbolrequiredincome_structurestock_cost_basisfees_per_contractGet Historical IV Surface
Replay the implied volatility surface grid at any minute since April 2018. EOD-stamped (SVI parameters refresh daily). Alpha tier.
atrequiredapiKeysymbolrequiredDispersion / Correlation
Index 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.
indexrequiredapiKeysymbolsrequiredweightshorizon_daysCompare Expiry Impact
Growth+: compare current SPY/QQQ gamma concentration with the same captured inputs excluding one expiry. Gross shares and per-strike attribution; a sensitivity calculation, not a forecast of post-expiry price or dealer inventory.
limitapiKeyexpirysymbolrequiredBasket Exposure
Weighted 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.
apiKeysymbolsrequiredweightsSVI Surface Parameters
Live 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.
apiKeysymbolrequiredCalculate Option Greeks
Calculate Black-Scholes option greeks (delta, gamma, theta, vega, rho, vanna, charm, speed, zomma, color). Pure math — no market data needed.
dterequiredspotrequiredtyperequiredsigmarequiredapiKeystrikerequiredGet Advanced Volatility
Get 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.
apiKeysymbolrequiredOI Day-over-Day Diff
Day-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.
topNapiKeysymbolrequiredGet Account Info
Get your account info: plan, daily quota limit, usage today, remaining calls.
apiKeyGet Option Quote
Get live option quote with bid, ask, mid, IV, greeks, open interest, and volume. Filter by expiry, strike, and type.
typeapiKeyexpirystrikesymbolrequiredCalculate Kelly Sizing
Compute Kelly criterion optimal position sizing for an option trade. Uses BSM expected value vs premium to find edge-maximizing bet size.
murequireddterequiredspotrequiredtyperequiredsigmarequiredapiKeystrikerequiredpremiumrequiredGet Historical Stock Quote
Replay a stock bid/ask/mid at any minute since April 2018. Alpha tier.
atrequiredapiKeysymbolrequiredLive Pin Risk
Live pin-risk score with full sub-score breakdown, computed on effective (simulation-aware) OI. Reflects intraday flow changes to dealer positioning.
apiKeyexpirysymbolrequiredExposure Term Structure
Per-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.
apiKeysymbolrequiredGet Max Pain
Get max pain strike, pain curve, put/call OI ratio, dealer alignment, pin probability, and per-expiration breakdown.
apiKeysymbolrequiredexpirationGet VRP Dashboard
Get volatility risk premium (VRP) dashboard: live IV vs realized vol, VRP percentiles, term structure, regime classification, strategy scores, and macro context.
apiKeysymbolrequiredGet Historical Key Levels
Replay key options levels (gamma flip, call/put walls, highest OI strike, 0DTE magnet) at any minute since April 2018. Alpha tier.
atrequiredapiKeysymbolrequiredGet Historical Exposure Summary
Replay the full exposure summary (net GEX/DEX/VEX/CHEX, regime, hedging estimates, top strikes) at any minute since April 2018. Alpha tier.
atrequiredapiKeysymbolrequiredGet IV Surface
Get the live 50x50 implied-volatility surface grid over (tenor, log-moneyness). Built from OTM contract IVs with bilinear interpolation.
apiKeysymbolrequiredGet Historical VEX
Replay vanna exposure (VEX) by strike at any minute since April 2018. Alpha tier.
atrequiredapiKeysymbolrequiredLive Flow Levels
Live (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.
apiKeyexpirysymbolrequiredGet Volatility Forecast
Conditional 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 'student_t' (default student_t).
distapiKeysymbolrequiredGet Volatility Analysis
Get 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.
apiKeysymbolrequiredUnusual Flow Signals
Scored, 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.
limitapiKeyexpirysymbolrequiredminScoresummarizewindowMinutesGet Historical GEX
Replay gamma exposure (GEX) by strike at any minute since April 2018. Returns same shape as live /v1/exposure/gex. Alpha tier.
atrequiredapiKeysymbolrequiredEarnings Calendar
Upcoming 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).
daysapiKeysymbolsimportanceGet Zero-DTE Analytics
Get zero-days-to-expiration (0DTE) analytics: intraday gamma, time decay acceleration, pin risk, dealer hedging pressure for contracts expiring today.
apiKeysymbolrequiredstrike_rangeGet Historical Advanced Volatility
Replay 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.
atrequiredapiKeysymbolrequiredSkew Term Structure
Volatility 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.
apiKeysymbolrequiredGet Historical CHEX
Replay charm exposure (CHEX) by strike at any minute since April 2018. Alpha tier.
atrequiredapiKeysymbolrequiredLive Flow Summary
At-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.
apiKeyexpirysymbolrequiredVIX Regime State
VIX 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.
apiKeyExpected Move
ATM-IV-derived 1-sigma expected move per expiry: dollar and percent range, upper/lower bounds and ATM IV. This model band is not an observed straddle price or execution breakeven.
apiKeyexpirysymbolrequiredGet Historical Option Quote
Replay the full option chain with BSM greeks, IV, OI at any minute since April 2018. Filter by expiry, strike, and type. Alpha tier.
atrequiredtypeapiKeyexpirystrikesymbolrequiredmaxSpreadAbsmaxSpreadPctGet Stock Summary
Get comprehensive stock summary: price, ATM IV, historical vol, VRP, skew, term structure, options flow, exposure data, and macro context (VIX, Fear & Greed, yield curve).
apiKeysymbolrequiredGet Charm Exposure (CHEX)
Get charm exposure (CHEX) by strike. Shows how dealer delta hedging changes as time passes — reveals time-decay-driven flows.
apiKeysymbolrequiredexpirationHistorical Volatility Term Structure
Alpha: daily SPY/QQQ constant-tenor 30/60/90-day IV, slope, forward variance and prior-only slope percentile. Reports negative forward variance and missing tenor brackets explicitly; not a calendar trade recommendation. Release pending: returns 503 historical_source_unhealthy (daily_series_disabled) until the daily-series release is enabled.
endrequiredstartrequiredapiKeysymbolrequiredGet Vanna Exposure (VEX)
Get vanna exposure (VEX) by strike. Shows how dealer hedging changes with volatility moves.
apiKeysymbolrequiredexpirationGet Stock Quote
Get real-time stock quote (bid, ask, mid, last price) for a ticker symbol.
apiKeysymbolrequiredGet Dealer Net Premium
Net 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.
apiKeysymbolrequiredwindowMinutesStock Trade Flow
Raw 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).
viewrequiredlimitapiKeysymbolrequiredminutesresolutionGet Exposure Summary
Get full exposure summary: net GEX/DEX/VEX/CHEX, gamma regime (positive/negative), key levels, hedging estimates, zero-DTE breakdown, top strikes.
apiKeysymbolrequiredGet Gamma Exposure (GEX)
Get gamma exposure (GEX) by strike. Shows dealer gamma positioning, gamma flip, call/put walls. Reveals where dealer hedging creates support/resistance.
apiKeymin_oisymbolrequiredexpirationGet Delta Exposure (DEX)
Get delta exposure (DEX) by strike. Shows net dealer delta and directional bias from options hedging.
apiKeysymbolrequiredexpiration100% of the applicable checks met
How complete this listing is, computed from the registry entry, the endpoint and public sources. Not a rating of the server and not a statement that it is safe or working today: reachability is a dated check, and no installs or reviews go into the score.
com.finzdataOfficial publisher
FinzData gives an assistant point-in-time market data across stocks, futures, FX, crypto and macro, plus server-side backtests and strategy publishing.
com.finzdataOfficial publisher
FinzData Workspace gives an assistant financial market data, published strategy re-runs, and a persistent file workspace with JavaScript execution.
{ "mcpServers": { "flashalpha": { "type": "http", "url": "https://lab.flashalpha.com/mcp" } }}claude mcp add flashalpha --transport http https://lab.flashalpha.com/mcpclaude mcp list{ "flashalpha": { "transport": "http", "url": "https://lab.flashalpha.com/mcp" }}{ "servers": { "flashalpha": { "type": "http", "url": "https://lab.flashalpha.com/mcp" } }}{ "flashalpha": { "transport": "http", "url": "https://lab.flashalpha.com/mcp" }}apiKey: "fa_your_key_here"{ "symbol": "ES=F" }