io.github.tdobrowolski1/flashalpha
io.github.tdobrowolski1/flashalphaReal-time & historical options analytics: GEX, dealer positioning, vol, VRP, 0DTE, CME futures
Tools · 73
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…
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/backwardatio…
Get the live 50x50 implied-volatility surface grid over (tenor, log-moneyness). Built from OTM contract IVs with bilinear interpolation.
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).
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 buck…
Replay the full exposure summary (net GEX/DEX/VEX/CHEX, regime, hedging estimates, top strikes) at any minute since April 2018. Alpha tier.
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 / highe…
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 (S…
Replay charm exposure (CHEX) by strike at any minute since April 2018. Alpha tier.
List all available stock/ETF tickers with live options data.
Get key options levels: gamma flip point, call wall, put wall, max pain, highest OI strike. These act as support/resistance from dealer hedging.
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' (…
Get volatility risk premium (VRP) dashboard: live IV vs realized vol, VRP percentiles, term structure, regime classification, strategy scores, and macro context.
Straddle-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…
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/ope…
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 …
Replay key options levels (gamma flip, call/put walls, highest OI strike, 0DTE magnet) at any minute since April 2018. Alpha tier.
Get historical VRP time series: daily ATM IV, realized vol (5/10/20/30d), VRP, straddle price, and expected move for charting and backtesting.
Replay the verbal narrative analysis (regime, key-level commentary, prior-day comparison) at any minute since April 2018. Alpha tier.
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-…
Get your account info: plan, daily quota limit, usage today, remaining calls.
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 str…
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 pricin…
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 rol…
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 gree…
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 (…
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 de…
Get verbal GEX narrative analysis. Describes gamma regime, key levels, dealer positioning, and price action implications in plain English.
Replay max pain, pain curve, dealer alignment, and pin probability at any minute since April 2018. Alpha tier.
Get option chain metadata: available expirations and strikes for a ticker.
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.
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/bet…
Get full exposure summary: net GEX/DEX/VEX/CHEX, gamma regime (positive/negative), key levels, hedging estimates, zero-DTE breakdown, top strikes.
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 …
Replay the full option chain with BSM greeks, IV, OI at any minute since April 2018. Filter by expiry, strike, and type. Alpha tier.
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 tracke…
Replay volatility analytics (ATM IV, realised vol, IV-RV spreads, skew, term structure) at any minute since April 2018. Alpha tier.
Replay the comprehensive stock summary (price, IV, VRP, exposure, flow, macro) at any minute since April 2018. Alpha tier.
Get zero-days-to-expiration (0DTE) analytics: intraday gamma, time decay acceleration, pin risk, dealer hedging pressure for contracts expiring today.
Get vanna exposure (VEX) by strike. Shows how dealer hedging changes with volatility moves.
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-…
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 config…
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 …
Get gamma exposure (GEX) by strike. Shows dealer gamma positioning, gamma flip, call/put walls. Reveals where dealer hedging creates support/resistance.
Get delta exposure (DEX) by strike. Shows net dealer delta and directional bias from options hedging.
Calculate Black-Scholes option greeks (delta, gamma, theta, vega, rho, vanna, charm, speed, zomma, color). Pure math — no market data needed.
Get live option quote with bid, ask, mid, IV, greeks, open interest, and volume. Filter by expiry, strike, and type.
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.
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…
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 / real…
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 rol…
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 tr…
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. Alph…
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.
Get charm exposure (CHEX) by strike. Shows how dealer delta hedging changes as time passes — reveals time-decay-driven flows.
Replay 0DTE analytics (pin risk, expected move, gamma acceleration, dealer hedging estimates for same-day expiry) at any minute since April 2018. Alpha tier.
Live pin-risk score with full sub-score breakdown, computed on effective (simulation-aware) OI. Reflects intraday flow changes to dealer positioning.
Compute Kelly criterion optimal position sizing for an option trade. Uses BSM expected value vs premium to find edge-maximizing bet size.
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…
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='d…
Replay the implied volatility surface grid at any minute since April 2018. EOD-stamped (SVI parameters refresh daily). Alpha tier.
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/p…
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 s…
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 intrad…
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,…
Replay delta exposure (DEX) by strike at any minute since April 2018. Alpha tier.
Solve for implied volatility from option market price. Reverse-engineers BSM to find what vol is priced in.
Get real-time stock quote (bid, ask, mid, last price) for a ticker symbol.
Get max pain strike, pain curve, put/call OI ratio, dealer alignment, pin probability, and per-expiration breakdown.
Replay vanna exposure (VEX) by strike at any minute since April 2018. Alpha tier.
Replay a stock bid/ask/mid at any minute since April 2018. Alpha tier.
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 (…
Replay gamma exposure (GEX) by strike at any minute since April 2018. Returns same shape as live /v1/exposure/gex. Alpha tier.
Resources · 9
How dealer gamma exposure is derived: the two polarity models (`convention` = structural, from settled OI with a fixed calls-positive/puts-negative sign; `flow` = session dealer-inventory CHANGE from …
flashalpha://docs/dealer-positioning
Every field exposed by /v1/screener with type, units, and description. Use when constructing screener filters or sort orders.
flashalpha://docs/screener-fields
Reference for the volatility-estimation endpoints — range-based realized estimators (Parkinson, Garman-Klass, Rogers-Satchell, Yang-Zhang) and conditional forecasts (EWMA, HAR-RV, GARCH). Formulas, re…
flashalpha://docs/volatility
Full reference for historical.flashalpha.com — point-in-time replay of every analytics endpoint at minute resolution since April 2018. Documents the `at` parameter, coverage, intraday-vs-EOD data laye…
flashalpha://docs/historical
Reference for the live options screener at /v1/screener — filter DSL, sorts, computed formulas, sample queries.
flashalpha://docs/screener
Full reference for the live FlashAlpha API at api.flashalpha.com — every endpoint (quotes, exposure, volatility, VRP, screener, account), parameters, response shapes, error codes.
flashalpha://docs/api
Reference for the FlashAlpha MCP server — every tool, client setup snippets (Claude Desktop, Cursor, Windsurf), authentication, and example workflows.
flashalpha://docs/mcp
FlashAlpha plan tiers (Free/Basic/Growth/Alpha) and which endpoints each unlocks — read this to explain a 403 or recommend an upgrade.
flashalpha://tiers
Concise definitions of the options-analytics terms used across FlashAlpha tools — read this to ground GEX, dealer positioning, volatility, and flow concepts.
flashalpha://glossary
Prompts · 41
How do I trade the ticker's earnings? Implied move, expected crush, best strategy, dealer setup.
Any vol-surface arb or rich/cheap wings on the ticker? SVI fit, arbitrage flags, surface anomalies.
What changed since yesterday (or a reference date) on a ticker — biggest OI shifts and net exposure moves.
Deep drill into dealer gamma by strike and DTE — per-strike walls, DAG, term structure.
Will the ticker pin at a specific strike today? Magnet strike, pin score, and probability.
Of a list of names, which has richest premium, strongest pin, or unusual flow? Ranked shortlist.
Are big players bullish or bearish on the ticker? Net flow, opening vs closing premium.
Best covered call or cash-secured put to write — strike, expiry, income tradeoffs.
Is now a good time to sell premium? VRP richness, gamma regime support, carry structure, warnings.
Pull the VRP dashboard for a ticker and judge whether implied vol is rich vs realized, with strategy implications.
One-screen daily brief for a ticker — price, regime, key levels, macro tone.
How to trade the current gamma regime — regime classification, dealer risk profile, and the strategy playbook.
How big should I size this options trade? Kelly-implied size and risk in greeks terms.
Is the directional path open for a call or put? Dealer walls, expected move, IV check.
Is downside protection cheap on the ticker? Tail richness, put/put-spread cost vs historical.
Live, intraday 0DTE read on a ticker (not stale settled OI). Fetches the live snapshot, intraday series, and dealer hedge-flow then synthesises the current 0DTE regime.
What is skew telling you — put/call skew, 25-delta risk reversal, positioning/fear implications.
Is index vol cheap vs single names? Implied correlation, dispersion-trade signal.
What regime is the market in? Risk-on/off, vol term structure, correlation backdrop.
Which names have rich earnings vol this week? Top names by earnings VRP with dates.
Recap the ticker's positioning into the close — where it sits vs key levels and the day's OI shifts.
Answer any options, GEX, vol, flow, or earnings question — classify it, call the most relevant tools, and synthesise a plain-English answer backed by live data.
How much will IV drop after the ticker's earnings print? Expected crush magnitude vs historical.
Walk through the full dealer-positioning picture for a ticker — gamma regime, key levels, hedging pressure, 0DTE contribution.
Best options trade on the ticker right now — highest-conviction setup ranked by signal scores.
Is the ticker's vol term structure contango or backwardation? Front vs back IV, carry implications.
How close is the ticker to flipping short-gamma? Distance in $ and %, and what short-gamma would mean.
Aggregate gamma exposure across a watchlist — net basket GEX/DEX and dominant contributors.
Is vol cheap or expensive? IV vs realised, VRP percentile, VIX regime — cheap/rich verdict.
How far can the ticker move by expiry? 1-sigma move in $ and %, straddle-implied bounds.
Any unusual options activity in the ticker? Sweeps, blocks, scored signals.
Pre-session brief for 0DTE trading — pin risk, expected move, gamma acceleration, dealer hedging tilts.
Side-by-side comparison of two tickers — which has the better regime, vol, levels, and setup right now?
Compare current dealer positioning to a past reference date — useful for 'is this like 2020-03-16?' style questions.
Explain an options or dealer-flow metric in plain English, with a live example if a ticker is implied.
What credit spread to sell today — put/call spread or condor, with the edge thesis.
Where's the smart money today? Standout names and contracts across the universe.
Fair price and greeks for a specific option — market quote, model greeks, implied vol.
P&L and greeks for a multi-leg spread the user provides as a JSON legs array.
Which way will dealers push the ticker if it moves? Dealer hedging direction and share-count on up and down moves.
Key support/resistance levels for a ticker — gamma flip, call/put walls, max pain, settled vs live.
Similar MCP servers embedding-nearest
How to use
Add to your Claude Desktop / Cursor / Cline MCP config:
{
"mcpServers": {
"io.github.tdobrowolski1/flashalpha": {
"url": "https://lab.flashalpha.com/mcp",
"transport": "streamable-http"
}
}
}