io.github.tdobrowolski1/flashalpha
Real-time options analytics: GEX, exposure, greeks, volatility, VRP for US equities
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FlashAlpha MCP Server — Real-Time Options Analytics for AI Assistants
Connect Claude, Cursor, Windsurf, or any MCP-compatible AI assistant to live options market data. Access a live options screener (filter/rank by GEX, VRP, IV, greeks), gamma exposure (GEX), delta exposure (DEX), vanna exposure (VEX), charm exposure (CHEX), Black-Scholes greeks, implied volatility, 0DTE analytics, volatility surfaces, dealer positioning, and more — all through natural language.
What Is This
This repository provides documentation, setup instructions, and test scripts for the FlashAlpha MCP server. The server itself runs at https://lab.flashalpha.com/mcp and is not open source. It exposes 16 tools covering a live options screener, max pain analysis, options analytics, greeks, exposure metrics, VRP and harvest scores, and market data through the Model Context Protocol so that AI assistants can answer quantitative finance questions using live data.
Server URL
https://lab.flashalpha.com/mcp
- Transport: Streamable HTTP
- Protocol version: MCP 2025-03-26
- Auth: API key passed as a parameter on each tool call (see Authentication)
Quick Setup
Claude Desktop
Edit ~/Library/Application Support/Claude/claude_desktop_config.json (macOS) or %APPDATA%\Claude\claude_desktop_config.json (Windows):
{
"mcpServers": {
"flashalpha": {
"type": "http",
"url": "https://lab.flashalpha.com/mcp"
}
}
}
See examples/claude_desktop_config.json for a complete template.
Claude Code CLI
claude mcp add flashalpha --transport http https://lab.flashalpha.com/mcp
Verify it was added:
claude mcp list
Cursor
Open Settings > MCP and add a new server entry:
{
"flashalpha": {
"transport": "http",
"url": "https://lab.flashalpha.com/mcp"
}
}
See examples/cursor_settings.json for the full settings block.
VS Code (Copilot / Continue)
Add the server to your VS Code MCP settings (.vscode/mcp.json or user settings):
{
"servers": {
"flashalpha": {
"type": "http",
"url": "https://lab.flashalpha.com/mcp"
}
}
}
See examples/vscode_mcp_settings.json for a complete example.
Windsurf (Cascade > MCP)
Open Cascade settings, navigate to MCP Servers, and add:
{
"flashalpha": {
"transport": "http",
"url": "https://lab.flashalpha.com/mcp"
}
}
Authentication
Every tool call requires an apiKey parameter. Pass your FlashAlpha API key as a string argument to each tool:
apiKey: "fa_your_key_here"
Get a free API key at flashalpha.com.
The key is passed per-call rather than in a header so that it works uniformly across all MCP clients without requiring transport-level configuration.
Available Tools
| Tool | Category | Description |
|---|---|---|
RunScreener | Screener | Live options screener — filter/rank symbols by GEX, VRP, IV, greeks, harvest scores, and more |
GetStockQuote | Market Data | Real-time or delayed stock quote for a ticker |
GetTickers | Market Data | Search for tickers by name or symbol |
GetOptionChain | Market Data | Full option chain with strikes, expiries, bids, asks, OI, volume |
GetAccount | Account | Account info and subscription plan details |
GetGex | Exposure | Gamma exposure (GEX) by strike and expiry for dealer positioning |
GetDex | Exposure | Delta exposure (DEX) aggregated across the chain |
GetVex | Exposure | Vanna exposure (VEX) — sensitivity of delta to implied volatility |
GetLevels | Exposure | Key price levels derived from dealer exposure (call wall, put wall, zero gamma) |
GetMaxPain | Exposure | Max pain analysis with dealer alignment, pain curve, OI breakdown, pin probability, multi-expiry calendar |
GetExposureSummary | Exposure | Aggregate exposure summary across GEX, DEX, VEX, and CHEX |
GetNarrative | Exposure | Natural language narrative describing current dealer positioning |
GetVolatility | Volatility | Implied volatility surface, term structure, and skew data |
GetStockSummary | Summary | Combined summary of price, greeks, and exposure for a ticker |
CalculateGreeks | Pricing | Black-Scholes greeks for a given option (delta, gamma, theta, vega, rho) |
SolveIV | Pricing | Solve implied volatility from an observed option price |
Tool Reference
RunScreener
Live options screener — filter and rank symbols by gamma exposure, VRP, volatility, greeks, harvest scores, and more. Powered by an in-memory store updated every 5-10s from live market data.
Growth: 10-symbol universe (SPY, QQQ, AAPL, TSLA, NVDA, AMZN, META, MSFT, SPX, AMD), up to 10 rows per query. Alpha: ~250 symbols, up to 50 rows, custom formulas, and harvest/dealer-flow-risk scores.
| Parameter | Type | Required | Description |
|---|---|---|---|
apiKey | string | yes | Your FlashAlpha API key |
filters | object | no | Recursive filter tree (AND/OR groups with leaf conditions) |
sort | array | no | Sort specs applied in order, e.g. [{"field": "harvest_score", "direction": "desc"}] |
select | array | no | Field names to return, or ["*"] for the full flat object |
formulas | array | no | Computed fields (Alpha only), e.g. [{"alias": "vrp_ratio", "expression": "atm_iv / rv_20d"}] |
limit | number | no | Row cap: 1-10 (Growth), 1-50 (Alpha). Default 50 |
offset | number | no | Pagination offset (Alpha only). Default 0 |
Returns: {meta: {total_count, tier, as_of, ...}, data: [{symbol, price, regime, ...}, ...]}.
Filter leaf: {"field": "atm_iv", "operator": "gte", "value": 20}.
Filter group: {"op": "and", "conditions": [...]} (nest up to 3 levels, 20 leaf conditions max).
Operators: eq, neq, gt, gte, lt, lte, between, in, is_null, is_not_null.
Dotted field prefixes for cascading filters: expiries.X, strikes.X, contracts.X
(e.g., {"field": "contracts.delta", "operator": "gte", "value": 0.3}).
Example prompt for Claude: "Find negative-gamma names with dealer flow risk above 50" or "Show me harvestable VRP setups with harvest score over 65".
See the full Screener spec and cookbook for all fields, examples, and recipes.
GetStockQuote
Retrieves the current market price and basic quote data for a stock.
| Parameter | Type | Required | Description |
|---|---|---|---|
apiKey | string | yes | Your FlashAlpha API key |
ticker | string | yes | Stock symbol (e.g., SPY, AAPL) |
Returns: bid, ask, last price, volume, change, change percent.
GetTickers
Searches for tickers matching a query string.
| Parameter | Type | Required | Description |
|---|---|---|---|
apiKey | string | yes | Your FlashAlpha API key |
query | string | yes | Name or partial symbol to search |
Returns: list of matching tickers with symbol, name, and exchange.
GetOptionChain
Fetches the full option chain for a ticker, including all available expiry dates and strikes.
| Parameter | Type | Required | Description |
|---|---|---|---|
apiKey | string | yes | Your FlashAlpha API key |
ticker | string | yes | Underlying stock symbol |
expiry | string | no | Filter to a specific expiry date (YYYY-MM-DD) |
strike | number | no | Filter to a specific strike price |
optionType | string | no | call, put, or omit for both |
Returns: strikes, expiries, bid, ask, mid, implied volatility, open interest, volume, delta, gamma for each contract.
GetAccount
Returns account details and the active subscription plan.
| Parameter | Type | Required | Description |
|---|---|---|---|
apiKey | string | yes | Your FlashAlpha API key |
Returns: plan name, rate limits, enabled tools, account status.
GetGex
Returns gamma exposure (GEX) by strike and expiry date. GEX measures the estimated dollar gamma that market makers must hedge, which influences intraday volatility and price pinning behavior.
| Parameter | Type | Required | Description |
|---|---|---|---|
apiKey | string | yes | Your FlashAlpha API key |
ticker | string | yes | Underlying stock symbol |
expiry | string | no | Filter to a specific expiry (YYYY-MM-DD) |
Returns: GEX values by strike, aggregate GEX, flip point (zero gamma level), call wall, put wall.
GetDex
Returns delta exposure (DEX) aggregated across all strikes and expiries. DEX represents the net delta that dealers carry and must hedge directionally.
| Parameter | Type | Required | Description |
|---|---|---|---|
apiKey | string | yes | Your FlashAlpha API key |
ticker | string | yes | Underlying stock symbol |
expiry | string | no | Filter to a specific expiry (YYYY-MM-DD) |
Returns: aggregate DEX, DEX by strike, directional bias indicator.
GetVex
Returns vanna exposure (VEX) — the second-order greek measuring how delta changes as implied volatility moves. VEX matters most around large IV events like earnings.
| Parameter | Type | Required | Description |
|---|---|---|---|
apiKey | string | yes | Your FlashAlpha API key |
ticker | string | yes | Underlying stock symbol |
expiry | string | no | Filter to a specific expiry (YYYY-MM-DD) |
Returns: VEX by strike, aggregate VEX, vanna-weighted exposure profile.
GetLevels
Returns key price levels derived from dealer exposure: call wall, put wall, zero gamma level, and high-gamma strike clusters.
| Parameter | Type | Required | Description |
|---|---|---|---|
apiKey | string | yes | Your FlashAlpha API key |
ticker | string | yes | Underlying stock symbol |
Returns: call wall price, put wall price, zero gamma (flip) level, gamma-weighted support and resistance zones.
GetMaxPain
Max pain analysis for a symbol — max pain strike, pain curve, OI breakdown, dealer alignment overlay (gamma flip, call/put walls), expected move, pin probability, and multi-expiry calendar.
| Parameter | Type | Required | Description |
|---|---|---|---|
apiKey | string | yes | Your FlashAlpha API key |
symbol | string | yes | Underlying stock symbol |
expiration | string | no | Filter to a single expiry (YYYY-MM-DD). Omit for full-chain analysis. |
Returns: {max_pain_strike, distance, signal, pain_curve, oi_by_strike, dealer_alignment, regime, expected_move, pin_probability, max_pain_by_expiration}.
GetExposureSummary
Returns an aggregate summary of all exposure metrics — GEX, DEX, VEX, and charm exposure (CHEX) — in a single call.
| Parameter | Type | Required | Description |
|---|---|---|---|
apiKey | string | yes | Your FlashAlpha API key |
ticker | string | yes | Underlying stock symbol |
Returns: combined GEX, DEX, VEX, and CHEX values with directional and volatility regime interpretation.
GetNarrative
Returns a natural language narrative summarizing current dealer positioning and what it implies for near-term price action.
| Parameter | Type | Required | Description |
|---|---|---|---|
apiKey | string | yes | Your FlashAlpha API key |
ticker | string | yes | Underlying stock symbol |
Returns: text narrative describing the exposure regime, key levels, and implied volatility dynamics.
GetVolatility
Returns implied volatility surface data, term structure, and skew for a ticker.
| Parameter | Type | Required | Description |
|---|---|---|---|
apiKey | string | yes | Your FlashAlpha API key |
ticker | string | yes | Underlying stock symbol |
expiry | string | no | Filter to a specific expiry (YYYY-MM-DD) |
Returns: IV by strike and expiry, ATM IV, 25-delta skew, term structure, realized vs. implied spread.
GetStockSummary
Returns a combined summary of current price, key greeks, and exposure metrics for a ticker in a single response.
| Parameter | Type | Required | Description |
|---|---|---|---|
apiKey | string | yes | Your FlashAlpha API key |
ticker | string | yes | Underlying stock symbol |
Returns: price, ATM IV, GEX, DEX, VEX, CHEX, key levels, and a short positioning narrative.
CalculateGreeks
Computes Black-Scholes greeks for a specified option contract given market inputs.
| Parameter | Type | Required | Description |
|---|---|---|---|
apiKey | string | yes | Your FlashAlpha API key |
ticker | string | yes | Underlying stock symbol |
strike | number | yes | Strike price |
expiry | string | yes | Expiry date (YYYY-MM-DD) |
optionType | string | yes | call or put |
spotPrice | number | no | Spot price override (uses live price if omitted) |
volatility | number | no | IV override as decimal (e.g., 0.25 for 25%) |
riskFreeRate | number | no | Risk-free rate as decimal (defaults to current T-bill rate) |
Returns: delta, gamma, theta (per day), vega, rho, price (theoretical).
SolveIV
Solves implied volatility from an observed market price using numerical inversion of the Black-Scholes formula.
| Parameter | Type | Required | Description |
|---|---|---|---|
apiKey | string | yes | Your FlashAlpha API key |
ticker | string | yes | Underlying stock symbol |
strike | number | yes | Strike price |
expiry | string | yes | Expiry date (YYYY-MM-DD) |
optionType | string | yes | call or put |
optionPrice | number | yes | Observed market price of the option |
spotPrice | number | no | Spot price override (uses live price if omitted) |
riskFreeRate | number | no | Risk-free rate as decimal |
Returns: implied volatility as a decimal, convergence status, number of iterations.
Example Prompts
Once connected, you can ask your AI assistant questions like these:
- "Screen my universe for harvestable VRP setups with harvest score above 65."
- "Find negative-gamma names where dealer flow risk is above 50, sorted by risk."
- "Show stocks trading in contango with VRP above 3% and atm_iv over 20."
- "Rank symbols by IV premium over realized vol (atm_iv - rv_20d), top 10."
- "What is the current gamma exposure for SPY?"
- "Where is the zero gamma level for QQQ today?"
- "Show me the call wall and put wall for AAPL."
- "What does dealer positioning look like for SPY right now?"
- "Calculate the delta and gamma for the SPY 540 call expiring this Friday."
- "What is the implied volatility for TSLA's at-the-money options?"
- "Give me a narrative of current SPY options market structure."
- "What is the vanna exposure for NDX ahead of FOMC?"
- "Solve the implied volatility for an NVDA 900 put trading at $12.50 with spot at $875."
- "Show me SPY's full option chain for the nearest expiry."
- "What is the DEX for IWM and what does it imply for direction?"
- "Give me an exposure summary for AMZN."
- "What are the key support and resistance levels for SPX based on GEX?"
- "How does SPY's realized volatility compare to implied volatility this week?"
Rate Limits
| Plan | Daily Requests | Access |
|---|---|---|
| Free | 5 | Stock quotes, GEX/DEX/VEX/CHEX by strike, levels, BSM greeks, IV solver, tickers, options meta, surface, stock summary |
| Basic | 100 | Everything in Free + index symbols (SPX, VIX, RUT) |
| Growth | 2,500 | + Exposure summary, narrative, 0DTE analytics, volatility analytics, option quotes, full-chain GEX, Kelly sizing |
| Alpha | Unlimited | + Advanced volatility (SVI, variance surfaces, arbitrage detection, greeks surfaces, variance swap), VRP analytics |
| Enterprise | Unlimited | Full access + admin endpoints |
Plans & Tool Access
| Tool | Free | Basic | Growth | Alpha |
|---|---|---|---|---|
| RunScreener | no | no | yes (10 symbols, 10 rows) | yes (~250 symbols, 50 rows, formulas) |
| GetMaxPain | no | no | yes | yes |
| GetStockQuote | yes | yes | yes | yes |
| GetTickers | yes | yes | yes | yes |
| GetOptionChain | yes | yes | yes | yes |
| GetAccount | yes | yes | yes | yes |
| CalculateGreeks | yes | yes | yes | yes |
| SolveIV | yes | yes | yes | yes |
| GetGex | yes | yes | yes | yes |
| GetDex | yes | yes | yes | yes |
| GetVex | yes | yes | yes | yes |
| GetLevels | yes | yes | yes | yes |
| GetStockSummary | cached | cached | yes | yes |
| GetExposureSummary | no | no | yes | yes |
| GetNarrative | no | no | yes | yes |
| GetVolatility | no | no | yes | yes |
SDKs
| Language | Package | Repository |
|---|---|---|
| Python | pip install flashalpha | flashalpha-python |
| JavaScript | npm i flashalpha | flashalpha-js |
| .NET | dotnet add package FlashAlpha | flashalpha-dotnet |
| Java | Maven Central | flashalpha-java |
| Go | go get github.com/FlashAlpha-lab/flashalpha-go | flashalpha-go |
Links
- FlashAlpha — API keys, docs, pricing
- API Documentation
- Examples — runnable tutorials
- GEX Explained — gamma exposure theory and code
- 0DTE Options Analytics — 0DTE pin risk, expected move, dealer hedging
- Volatility Surface Python — SVI calibration, variance swap, skew analysis
- Awesome Options Analytics — curated resource list