Flashalpha

flashalpha-lab/flashalpha-mcp

Connects Claude or any MCP client to live options market data via 40 tools covering gamma exposure, delta/vanna/charm positioning, max pain, volatility surfaces (SVI), and VRP analytics for US equities. Runs as a remote server over streamable HTTP with two auth modes: apiKey parameters for self-hosted setups (Claude Desktop, Cursor, Windsurf) and OAuth for connector directories. The historical replay tools let you query the same analytics at any minute back to April 2018, useful for backtesting strategies against real dealer positioning. Alpha tier unlocks the full surface analytics and time-series replay. Basically, if you're building trading logic that needs to understand how dealer hedging flows affect price action, this surfaces the positioning data without writing your own options chain parser.

GitHub stars: 1
tools: 78
transport: HTTP
last updated: Aug 17, 2026

View on GitHub

Install

From registry metadata

$ npx add-mcp https://lab.flashalpha.com/mcp --name flashalpha

Run in your terminal. add-mcp asks which agents to add it to (Claude Code, Codex, Cursor and more). Add -g to install it for every project.

Review the command, arguments and environment values before installing. MCP servers run with your local permissions.

Other ways

Claude Code

$ claude mcp add --transport http flashalpha https://lab.flashalpha.com/mcp

Run in your terminal. Add --scope user to make it available in every project.

Tools

Verified live · 78 tools

Verified live against the running server on Nov 6, 2026.

get_flow_dealer_riskSettled 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.3 params

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.

Parameters* required

apiKeystring

FlashAlpha API key. Omit when calling via /mcp-oauth (OAuth flow); required on /mcp.

expirystring

Optional expiry filter YYYY-MM-DD. Omit to aggregate across all expiries.

symbol*string

Stock/ETF/index ticker (e.g. SPY, QQQ, NVDA)

get_exposure_sheetUnified 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.4 params

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.

Parameters* required

apiKeystring

FlashAlpha API key. Omit when calling via /mcp-oauth (OAuth flow); required on /mcp.

expirationstring

Optional expiration date YYYY-MM-DD. Triggers OPEX/triple-witching flags.

min_oiinteger

Optional minimum open interest threshold — drops strikes with call_oi + put_oi < min_oi (e.g. 100).

symbol*string

Stock/ETF/index ticker (e.g. SPY, QQQ, NVDA)

get_historical_max_painReplay max pain, pain curve, dealer alignment, and pin probability at any minute since April 2018. Alpha tier.3 params

Replay max pain, pain curve, dealer alignment, and pin probability at any minute since April 2018. Alpha tier.

Parameters* required

apiKeystring

FlashAlpha API key. Omit when calling via /mcp-oauth (OAuth flow); required on /mcp.

at*string

As-of timestamp: YYYY-MM-DDTHH:mm:ss (ET) or YYYY-MM-DD

symbol*string

Stock/ETF ticker

get_option_flowRaw 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' (cumula...6 params

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' (cumula...

Parameters* required

apiKeystring

FlashAlpha API key. Omit when calling via /mcp-oauth (OAuth flow); required on /mcp.

expirystring

Optional expiry filter YYYY-MM-DD.

limitinteger

Max trades returned (recent/blocks: 1–500, default 50). Only applies to 'recent'.

minutesinteger

Window size in minutes for 'history' or 'cumulative' (1–10080, default 60/240).

symbol*string

Underlying ticker (e.g. SPY, AAPL, QQQ)

view*string

View: 'recent' | 'summary' | 'blocks' | 'history' | 'cumulative'

get_liquidityPer-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 scre...2 params

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 scre...

Parameters* required

apiKeystring

FlashAlpha API key. Omit when calling via /mcp-oauth (OAuth flow); required on /mcp.

symbol*string

Stock/ETF/index ticker (e.g. SPY, QQQ, NVDA)

get_historical_volatilityReplay volatility analytics (ATM IV, realised vol, IV-RV spreads, skew, term structure) at any minute since April 2018. Alpha tier.3 params

Replay volatility analytics (ATM IV, realised vol, IV-RV spreads, skew, term structure) at any minute since April 2018. Alpha tier.

Parameters* required

apiKeystring

FlashAlpha API key. Omit when calling via /mcp-oauth (OAuth flow); required on /mcp.

at*string

As-of timestamp: YYYY-MM-DDTHH:mm:ss (ET) or YYYY-MM-DD

symbol*string

Stock/ETF ticker

get_historical_zero_dteReplay 0DTE analytics (pin risk, expected move, gamma acceleration, dealer hedging estimates for same-day expiry) at any minute since April 2018. Alpha tier.3 params

Replay 0DTE analytics (pin risk, expected move, gamma acceleration, dealer hedging estimates for same-day expiry) at any minute since April 2018. Alpha tier.

Parameters* required

apiKeystring

FlashAlpha API key. Omit when calling via /mcp-oauth (OAuth flow); required on /mcp.

at*string

As-of timestamp: YYYY-MM-DDTHH:mm:ss (ET) or YYYY-MM-DD

symbol*string

Stock/ETF ticker

get_universeCurated 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.3 params

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.

Parameters* required

apiKeystring

FlashAlpha API key. Omit when calling via /mcp-oauth (OAuth flow); required on /mcp.

limitinteger

Optional limit (default 200, max 1000).

sortstring

Optional sort: 'tier' (default, tier-1 first) or 'symbol' (alphabetical).

get_historical_coverageList 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.2 params

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.

Parameters* required

apiKeystring

FlashAlpha API key. Omit when calling via /mcp-oauth (OAuth flow); required on /mcp.

symbolstring

Optional symbol filter (e.g. SPY) - omit for all covered symbols

get_narrativeGet verbal GEX narrative analysis. Describes gamma regime, key levels, dealer positioning, and price action implications in plain English.2 params

Get verbal GEX narrative analysis. Describes gamma regime, key levels, dealer positioning, and price action implications in plain English.

Parameters* required

apiKeystring

FlashAlpha API key. Omit when calling via /mcp-oauth (OAuth flow); required on /mcp.

symbol*string

Stock/ETF ticker

get_earningsGet 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 descripti...3 params

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 descripti...

Parameters* required

apiKeystring

FlashAlpha API key. Omit when calling via /mcp-oauth (OAuth flow); required on /mcp.

kind*string

Analytics kind (required). One of: expected_move, history, iv_crush, vrp, dealer_positioning, strategies.

symbol*string

Stock/ETF/index ticker (e.g. AAPL, NVDA, SPY)

get_strike_expiry_dependencyGrowth+: 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.3 params

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.

Parameters* required

apiKeystring

FlashAlpha API key. Omit when calling via /mcp-oauth (OAuth flow); required on /mcp.

strike*number

Exact listed strike.

symbol*string

SPY or QQQ

post_structure_greeksAggregate 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`.2 params

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`.

Parameters* required

apiKeystring

FlashAlpha API key. Omit when calling via /mcp-oauth (OAuth flow); required on /mcp.

legs*string

JSON. Top-level `spot`(>0) required; each leg needs action(buy|sell), type(call|put), strike, expiry(YYYY-MM-DD), impliedVol(decimal), quantity. e.g. {"legs":[{"action":"buy","type":"call","strike"...

solve_ivSolve for implied volatility from option market price. Reverse-engineers BSM to find what vol is priced in.6 params

Solve for implied volatility from option market price. Reverse-engineers BSM to find what vol is priced in.

Parameters* required

apiKeystring

FlashAlpha API key. Omit when calling via /mcp-oauth (OAuth flow); required on /mcp.

dte*number

Days to expiration

price*number

Option market price

spot*number

Current stock price

strike*number

Strike price

type*string

'call' or 'put'

get_historical_narrativeReplay the verbal narrative analysis (regime, key-level commentary, prior-day comparison) at any minute since April 2018. Alpha tier.3 params

Replay the verbal narrative analysis (regime, key-level commentary, prior-day comparison) at any minute since April 2018. Alpha tier.

Parameters* required

apiKeystring

FlashAlpha API key. Omit when calling via /mcp-oauth (OAuth flow); required on /mcp.

at*string

As-of timestamp: YYYY-MM-DDTHH:mm:ss (ET) or YYYY-MM-DD

symbol*string

Stock/ETF ticker

get_flow_liveHeadline 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...3 params

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...

Parameters* required

apiKeystring

FlashAlpha API key. Omit when calling via /mcp-oauth (OAuth flow); required on /mcp.

symbol*string

Stock/ETF/index ticker (e.g. SPY, QQQ, NVDA)

viewstring

Optional view: 'gex' (live GEX surface), 'dex' (live DEX), 'oi' (OI simulator state). Omit for the full live bundle.

get_spot_vol_correlation20-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.2 params

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.

Parameters* required

apiKeystring

FlashAlpha API key. Omit when calling via /mcp-oauth (OAuth flow); required on /mcp.

symbol*string

Stock/ETF/index ticker (e.g. SPY, QQQ, NVDA)

get_tickersList all available stock/ETF tickers with live options data.1 params

List all available stock/ETF tickers with live options data.

Parameters* required

apiKeystring

FlashAlpha API key. Omit when calling via /mcp-oauth (OAuth flow); required on /mcp.

get_historical_vrpReplay 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.3 params

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.

Parameters* required

apiKeystring

FlashAlpha API key. Omit when calling via /mcp-oauth (OAuth flow); required on /mcp.

at*string

As-of timestamp: YYYY-MM-DDTHH:mm:ss (ET) or YYYY-MM-DD

symbol*string

Stock/ETF ticker

get_symbolsList 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.1 params

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.

Parameters* required

apiKeystring

FlashAlpha API key. Omit when calling via /mcp-oauth (OAuth flow); required on /mcp.

post_screenerFind, 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', '...2 params

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', '...

Parameters* required

apiKeystring

FlashAlpha API key. Omit when calling via /mcp-oauth (OAuth flow); required on /mcp.

query*string

JSON body. ALL keys optional; an empty {} returns your whole universe with default columns. Shape: {"filters":<node>,"sort":[{"field":"<f>","direction":"desc|asc"}],"select":["symbol","<f>"],"limit...

get_vrp_historyGet historical VRP time series: daily ATM IV, realized vol (5/10/20/30d), VRP, straddle price, and expected move for charting and backtesting.7 params

Get historical VRP time series: daily ATM IV, realized vol (5/10/20/30d), VRP, straddle price, and expected move for charting and backtesting.

Parameters* required

apiKeystring

FlashAlpha API key. Omit when calling via /mcp-oauth (OAuth flow); required on /mcp.

daysinteger

Number of days of legacy persisted history (default 30, max 365)

endstring

Normalized range end YYYY-MM-DD; at most 366 calendar days.

seriesstring

legacy (default) or normalized constant-tenor reconstructed history; normalized requires start/end instead of days. normalized is release pending (503 daily_series_disabled until enabled).

startstring

Normalized range start YYYY-MM-DD; SPY/QQQ, completed dates only.

symbol*string

Stock/ETF ticker

tenor_daysinteger

Normalized IV tenor in calendar days: 30, 60 or 90.

get_historical_skew_seriesAlpha: 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_u...5 params

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_u...

Parameters* required

apiKeystring

FlashAlpha API key. Omit when calling via /mcp-oauth (OAuth flow); required on /mcp.

end*string

End YYYY-MM-DD, before today ET; maximum 366 calendar days.

start*string

Start YYYY-MM-DD.

symbol*string

SPY or QQQ

tenor_daysinteger

Calendar-day IV tenor: 30, 60 or 90.default: 30

get_earnings_screenerCross-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 ev...5 params

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 ev...

Parameters* required

apiKeystring

FlashAlpha API key. Omit when calling via /mcp-oauth (OAuth flow); required on /mcp.

daysinteger

Forward window in days (1–60, default 14).

limitinteger

Max rows returned (1–300, default 20).

min_importanceinteger

Only include events with importance >= this value.

sortstring

Ranking: 'vrp_richest' (default), 'cheapest_move', 'highest_crush', or 'importance'.

get_historical_dexReplay delta exposure (DEX) by strike at any minute since April 2018. Alpha tier.3 params

Replay delta exposure (DEX) by strike at any minute since April 2018. Alpha tier.

Parameters* required

apiKeystring

FlashAlpha API key. Omit when calling via /mcp-oauth (OAuth flow); required on /mcp.

at*string

As-of timestamp: YYYY-MM-DDTHH:mm:ss (ET) or YYYY-MM-DD

symbol*string

Stock/ETF ticker

get_expected_move_historyAlpha: 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 pendin...5 params

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 pendin...

Parameters* required

apiKeystring

FlashAlpha API key. Omit when calling via /mcp-oauth (OAuth flow); required on /mcp.

end*string

Observation end YYYY-MM-DD, before today ET; maximum 366 calendar days.

start*string

Observation start YYYY-MM-DD.

symbol*string

SPY or QQQ

tenor_daysinteger

Calendar-day IV tenor: 30, 60 or 90; scheduled holiday adjustment is returned.default: 30

get_historical_stock_summaryReplay the comprehensive stock summary (price, IV, VRP, exposure, flow, macro) at any minute since April 2018. Alpha tier.3 params

Replay the comprehensive stock summary (price, IV, VRP, exposure, flow, macro) at any minute since April 2018. Alpha tier.

Parameters* required

apiKeystring

FlashAlpha API key. Omit when calling via /mcp-oauth (OAuth flow); required on /mcp.

at*string

As-of timestamp: YYYY-MM-DDTHH:mm:ss (ET) or YYYY-MM-DD

symbol*string

Stock/ETF/index ticker

post_structure_pnlAt-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.2 params

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.

Parameters* required

apiKeystring

FlashAlpha API key. Omit when calling via /mcp-oauth (OAuth flow); required on /mcp.

legs*string

JSON. Each leg needs action(buy|sell), type(call|put), strike, premium, quantity. e.g. {"legs":[{"action":"buy","type":"call","strike":120,"premium":2.5,"quantity":1}],"minUnderlying":100,"maxUnder...

get_zero_dte_flowLIVE 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...6 params

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...

Parameters* required

apiKeystring

FlashAlpha API key. Omit when calling via /mcp-oauth (OAuth flow); required on /mcp.

barstring

Bar size for series/hedge_flow: '30s' | '1m' | '5m' | '15m'. Default 30s.

minutesinteger

Lookback window in minutes (1–390) for series/hedge_flow. Default 60.

sidestring

Side filter for hedge_flow: 'calls' | 'puts' | 'all'. Default all.

symbol*string

Stock/ETF/index ticker with daily 0DTE options (e.g. SPY, SPX, QQQ)

view*string

View: 'snapshot' (live 0DTE regime/GEX/DEX/levels/flow_direction) | 'series' (intraday time-series for charting) | 'hedge_flow' (per-bar + cumulative dealer hedge-flow delta-dollars)

get_flow_scanCross-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 b...5 params

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 b...

Parameters* required

apiKeystring

FlashAlpha API key. Omit when calling via /mcp-oauth (OAuth flow); required on /mcp.

asset*string

Asset class: 'options' | 'stocks'

kind*string

Scan type: 'leaderboard' (biggest buyers/sellers) | 'outliers' (flow outlier scan)

limitinteger

Max rows (leaderboard: per side 1–50 via 'n', default 10; outliers: 1–200 via 'limit', default 20). Passed as 'n' for leaderboard, 'limit' for outliers.

windowMinutesinteger

Look-back window in minutes (1–10080, default 240).

get_realized_volRange-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...2 params

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...

Parameters* required

apiKeystring

FlashAlpha API key. Omit when calling via /mcp-oauth (OAuth flow); required on /mcp.

symbol*string

Stock/ETF ticker

get_levelsGet key options levels: gamma flip point, call wall, put wall, max pain, highest OI strike. These act as support/resistance from dealer hedging.2 params

Get key options levels: gamma flip point, call wall, put wall, max pain, highest OI strike. These act as support/resistance from dealer hedging.

Parameters* required

apiKeystring

FlashAlpha API key. Omit when calling via /mcp-oauth (OAuth flow); required on /mcp.

symbol*string

Stock/ETF ticker

get_option_chainGet option chain metadata: available expirations and strikes for a ticker.2 params

Get option chain metadata: available expirations and strikes for a ticker.

Parameters* required

apiKeystring

FlashAlpha API key. Omit when calling via /mcp-oauth (OAuth flow); required on /mcp.

symbol*string

Stock/ETF ticker

get_strategyGet 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:...6 params

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:...

Parameters* required

apiKeystring

FlashAlpha API key. Omit when calling via /mcp-oauth (OAuth flow); required on /mcp.

fees_per_contractnumber

yield_enhancement only: nonnegative opening fees in USD per contract; omit if unknown.

income_structurestring

yield_enhancement only: covered_call (default) or cash_secured_put.

signal*string

Strategy signal (required). One of: flow_anomaly, expiry_positioning, zero_dte, dealer_regime, vol_carry, yield_enhancement, surface_anomaly, skew, term_structure, tail_pricing.

stock_cost_basisnumber

yield_enhancement only: positive per-share cost basis for covered-call return calculations.

symbol*string

Stock/ETF/index ticker (e.g. SPY, AAPL, SPX)

get_historical_surfaceReplay the implied volatility surface grid at any minute since April 2018. EOD-stamped (SVI parameters refresh daily). Alpha tier.3 params

Replay the implied volatility surface grid at any minute since April 2018. EOD-stamped (SVI parameters refresh daily). Alpha tier.

Parameters* required

apiKeystring

FlashAlpha API key. Omit when calling via /mcp-oauth (OAuth flow); required on /mcp.

at*string

As-of timestamp: YYYY-MM-DDTHH:mm:ss (ET) or YYYY-MM-DD

symbol*string

Stock/ETF ticker

get_dispersionIndex 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,...5 params

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,...

Parameters* required

apiKeystring

FlashAlpha API key. Omit when calling via /mcp-oauth (OAuth flow); required on /mcp.

horizon_daysinteger

Optional lookback window in days for realized correlation (default 20, clamped to 5-252).

index*string

Index symbol whose ATM IV anchors the implied correlation (e.g. SPX, NDX, RUT)

symbols*string

Comma-separated constituent tickers (max 50), e.g. AAPL,MSFT,NVDA

weightsstring

Optional comma-separated weights matching symbols order. Defaults to equal weight.

compare_expiry_impactGrowth+: 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.4 params

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.

Parameters* required

apiKeystring

FlashAlpha API key. Omit when calling via /mcp-oauth (OAuth flow); required on /mcp.

expirystring

Expiry YYYY-MM-DD; omit for nearest active eligible expiry.

limitinteger

Ranked rows to return, 1-20, default 5; totals always use the full eligible chain.default: 5

symbol*string

SPY or QQQ

get_exposure_basketWeighted 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.3 params

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.

Parameters* required

apiKeystring

FlashAlpha API key. Omit when calling via /mcp-oauth (OAuth flow); required on /mcp.

symbols*string

Comma-separated tickers (max 50), e.g. AAPL,MSFT,NVDA

weightsstring

Optional comma-separated weights matching symbols order, e.g. 0.4,0.3,0.3. Defaults to equal weight.

get_svi_paramsLive 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.2 params

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.

Parameters* required

apiKeystring

FlashAlpha API key. Omit when calling via /mcp-oauth (OAuth flow); required on /mcp.

symbol*string

Stock/ETF/index ticker (e.g. SPY, QQQ, NVDA)

calculate_greeksCalculate Black-Scholes option greeks (delta, gamma, theta, vega, rho, vanna, charm, speed, zomma, color). Pure math — no market data needed.6 params

Calculate Black-Scholes option greeks (delta, gamma, theta, vega, rho, vanna, charm, speed, zomma, color). Pure math — no market data needed.

Parameters* required

apiKeystring

FlashAlpha API key. Omit when calling via /mcp-oauth (OAuth flow); required on /mcp.

dte*number

Days to expiration

sigma*number

Implied volatility as decimal (0.20 = 20%)

spot*number

Current stock price

strike*number

Strike price

type*string

'call' or 'put'

get_advanced_volatilityGet 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.2 params

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.

Parameters* required

apiKeystring

FlashAlpha API key. Omit when calling via /mcp-oauth (OAuth flow); required on /mcp.

symbol*string

Stock/ETF ticker

get_oi_diffDay-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.3 params

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.

Parameters* required

apiKeystring

FlashAlpha API key. Omit when calling via /mcp-oauth (OAuth flow); required on /mcp.

symbol*string

Stock/ETF/index ticker (e.g. SPY, QQQ, NVDA)

topNinteger

Optional top-N results to return (default 10, clamped to 1-100).

get_accountGet your account info: plan, daily quota limit, usage today, remaining calls.1 params

Get your account info: plan, daily quota limit, usage today, remaining calls.

Parameters* required

apiKeystring

FlashAlpha API key. Omit when calling via /mcp-oauth (OAuth flow); required on /mcp.

get_option_quoteGet live option quote with bid, ask, mid, IV, greeks, open interest, and volume. Filter by expiry, strike, and type.5 params

Get live option quote with bid, ask, mid, IV, greeks, open interest, and volume. Filter by expiry, strike, and type.

Parameters* required

apiKeystring

FlashAlpha API key. Omit when calling via /mcp-oauth (OAuth flow); required on /mcp.

expirystring

Expiration date YYYY-MM-DD

strikenumber

Strike price

symbol*string

Underlying ticker (e.g. SPY, AAPL)

typestring

'C' or 'P' (call or put)

calculate_kellyCompute Kelly criterion optimal position sizing for an option trade. Uses BSM expected value vs premium to find edge-maximizing bet size.8 params

Compute Kelly criterion optimal position sizing for an option trade. Uses BSM expected value vs premium to find edge-maximizing bet size.

Parameters* required

apiKeystring

FlashAlpha API key. Omit when calling via /mcp-oauth (OAuth flow); required on /mcp.

dte*number

Days to expiration

mu*number

Expected annual return of underlying as decimal (0.10 = 10%)

premium*number

Option premium paid

sigma*number

Implied volatility as decimal (0.20 = 20%)

spot*number

Current stock price

strike*number

Strike price

type*string

'call' or 'put'

get_historical_stock_quoteReplay a stock bid/ask/mid at any minute since April 2018. Alpha tier.3 params

Replay a stock bid/ask/mid at any minute since April 2018. Alpha tier.

Parameters* required

apiKeystring

FlashAlpha API key. Omit when calling via /mcp-oauth (OAuth flow); required on /mcp.

at*string

As-of timestamp: YYYY-MM-DDTHH:mm:ss (ET) or YYYY-MM-DD

symbol*string

Stock ticker

get_flow_pin_riskLive pin-risk score with full sub-score breakdown, computed on effective (simulation-aware) OI. Reflects intraday flow changes to dealer positioning.3 params

Live pin-risk score with full sub-score breakdown, computed on effective (simulation-aware) OI. Reflects intraday flow changes to dealer positioning.

Parameters* required

apiKeystring

FlashAlpha API key. Omit when calling via /mcp-oauth (OAuth flow); required on /mcp.

expirystring

Optional expiry filter YYYY-MM-DD. Omit to aggregate across all expiries.

symbol*string

Stock/ETF/index ticker (e.g. SPY, QQQ, NVDA)

get_term_structurePer-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.2 params

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.

Parameters* required

apiKeystring

FlashAlpha API key. Omit when calling via /mcp-oauth (OAuth flow); required on /mcp.

symbol*string

Stock/ETF/index ticker (e.g. SPY, QQQ, NVDA)

get_max_painGet max pain strike, pain curve, put/call OI ratio, dealer alignment, pin probability, and per-expiration breakdown.3 params

Get max pain strike, pain curve, put/call OI ratio, dealer alignment, pin probability, and per-expiration breakdown.

Parameters* required

apiKeystring

FlashAlpha API key. Omit when calling via /mcp-oauth (OAuth flow); required on /mcp.

expirationstring

Optional expiration date YYYY-MM-DD. Omit for nearest.

symbol*string

Stock/ETF ticker

get_vrpGet volatility risk premium (VRP) dashboard: live IV vs realized vol, VRP percentiles, term structure, regime classification, strategy scores, and macro context.2 params

Get volatility risk premium (VRP) dashboard: live IV vs realized vol, VRP percentiles, term structure, regime classification, strategy scores, and macro context.

Parameters* required

apiKeystring

FlashAlpha API key. Omit when calling via /mcp-oauth (OAuth flow); required on /mcp.

symbol*string

Stock/ETF ticker

get_historical_levelsReplay key options levels (gamma flip, call/put walls, highest OI strike, 0DTE magnet) at any minute since April 2018. Alpha tier.3 params

Replay key options levels (gamma flip, call/put walls, highest OI strike, 0DTE magnet) at any minute since April 2018. Alpha tier.

Parameters* required

apiKeystring

FlashAlpha API key. Omit when calling via /mcp-oauth (OAuth flow); required on /mcp.

at*string

As-of timestamp: YYYY-MM-DDTHH:mm:ss (ET) or YYYY-MM-DD

symbol*string

Stock/ETF ticker

get_historical_exposure_summaryReplay the full exposure summary (net GEX/DEX/VEX/CHEX, regime, hedging estimates, top strikes) at any minute since April 2018. Alpha tier.3 params

Replay the full exposure summary (net GEX/DEX/VEX/CHEX, regime, hedging estimates, top strikes) at any minute since April 2018. Alpha tier.

Parameters* required

apiKeystring

FlashAlpha API key. Omit when calling via /mcp-oauth (OAuth flow); required on /mcp.

at*string

As-of timestamp: YYYY-MM-DDTHH:mm:ss (ET) or YYYY-MM-DD

symbol*string

Stock/ETF ticker

get_surfaceGet the live 50x50 implied-volatility surface grid over (tenor, log-moneyness). Built from OTM contract IVs with bilinear interpolation.2 params

Get the live 50x50 implied-volatility surface grid over (tenor, log-moneyness). Built from OTM contract IVs with bilinear interpolation.

Parameters* required

apiKeystring

FlashAlpha API key. Omit when calling via /mcp-oauth (OAuth flow); required on /mcp.

symbol*string

Stock/ETF ticker

get_historical_vexReplay vanna exposure (VEX) by strike at any minute since April 2018. Alpha tier.3 params

Replay vanna exposure (VEX) by strike at any minute since April 2018. Alpha tier.

Parameters* required

apiKeystring

FlashAlpha API key. Omit when calling via /mcp-oauth (OAuth flow); required on /mcp.

at*string

As-of timestamp: YYYY-MM-DDTHH:mm:ss (ET) or YYYY-MM-DD

symbol*string

Stock/ETF ticker

get_flow_levelsLive (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.3 params

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.

Parameters* required

apiKeystring

FlashAlpha API key. Omit when calling via /mcp-oauth (OAuth flow); required on /mcp.

expirystring

Optional expiry filter YYYY-MM-DD. Omit to aggregate across all expiries.

symbol*string

Stock/ETF/index ticker (e.g. SPY, QQQ, NVDA)

get_volatility_forecastConditional 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...3 params

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...

Parameters* required

apiKeystring

FlashAlpha API key. Omit when calling via /mcp-oauth (OAuth flow); required on /mcp.

diststring

GARCH innovation distribution: 'student_t' (default, fat-tailed) or 'gaussian'

symbol*string

Stock/ETF ticker

get_volatilityGet 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.2 params

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.

Parameters* required

apiKeystring

FlashAlpha API key. Omit when calling via /mcp-oauth (OAuth flow); required on /mcp.

symbol*string

Stock/ETF ticker

get_flow_signalsScored, 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/cl...7 params

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/cl...

Parameters* required

apiKeystring

FlashAlpha API key. Omit when calling via /mcp-oauth (OAuth flow); required on /mcp.

expirystring

Optional expiry filter YYYY-MM-DD.

limitinteger

Optional max signals returned (1–500, default 50). Applies to the detail feed only.

minScoreinteger

Optional minimum signal score to include (0–100, default 0).

summarizeboolean

True → return the net-premium summary roll-up (/signals/{symbol}/summary); false (default) → return the full scored signal feed.default: false

symbol*string

Stock/ETF/index ticker (e.g. SPY, NVDA)

windowMinutesinteger

Optional look-back window in minutes (1–10080, default 240).

get_historical_gexReplay gamma exposure (GEX) by strike at any minute since April 2018. Returns same shape as live /v1/exposure/gex. Alpha tier.3 params

Replay gamma exposure (GEX) by strike at any minute since April 2018. Returns same shape as live /v1/exposure/gex. Alpha tier.

Parameters* required

apiKeystring

FlashAlpha API key. Omit when calling via /mcp-oauth (OAuth flow); required on /mcp.

at*string

As-of timestamp: YYYY-MM-DDTHH:mm:ss (ET) or YYYY-MM-DD (defaults to 16:00 ET)

symbol*string

Stock/ETF ticker (e.g. SPY)

get_earnings_calendarUpcoming 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; a...4 params

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; a...

Parameters* required

apiKeystring

FlashAlpha API key. Omit when calling via /mcp-oauth (OAuth flow); required on /mcp.

daysinteger

Forward window in days (1–90, default 14).

importanceinteger

Minimum importance rating — only events with importance >= this value are returned.

symbolsstring

Comma-separated list of symbols to filter to (e.g. AAPL,MSFT). Omit for the full calendar.

get_zero_dteGet zero-days-to-expiration (0DTE) analytics: intraday gamma, time decay acceleration, pin risk, dealer hedging pressure for contracts expiring today.3 params

Get zero-days-to-expiration (0DTE) analytics: intraday gamma, time decay acceleration, pin risk, dealer hedging pressure for contracts expiring today.

Parameters* required

apiKeystring

FlashAlpha API key. Omit when calling via /mcp-oauth (OAuth flow); required on /mcp.

strike_rangenumber

Strike range as decimal fraction of spot (default 0.03 = 3%)

symbol*string

Stock/ETF ticker

get_historical_advanced_volatilityReplay 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.3 params

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.

Parameters* required

apiKeystring

FlashAlpha API key. Omit when calling via /mcp-oauth (OAuth flow); required on /mcp.

at*string

As-of timestamp: YYYY-MM-DDTHH:mm:ss (ET) or YYYY-MM-DD

symbol*string

Stock/ETF ticker

get_skew_termVolatility 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-t...2 params

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-t...

Parameters* required

apiKeystring

FlashAlpha API key. Omit when calling via /mcp-oauth (OAuth flow); required on /mcp.

symbol*string

Stock/ETF/index ticker (e.g. SPY, QQQ, NVDA)

get_historical_chexReplay charm exposure (CHEX) by strike at any minute since April 2018. Alpha tier.3 params

Replay charm exposure (CHEX) by strike at any minute since April 2018. Alpha tier.

Parameters* required

apiKeystring

FlashAlpha API key. Omit when calling via /mcp-oauth (OAuth flow); required on /mcp.

at*string

As-of timestamp: YYYY-MM-DDTHH:mm:ss (ET) or YYYY-MM-DD

symbol*string

Stock/ETF ticker

get_flow_summaryAt-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.3 params

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.

Parameters* required

apiKeystring

FlashAlpha API key. Omit when calling via /mcp-oauth (OAuth flow); required on /mcp.

expirystring

Optional expiry filter YYYY-MM-DD. Omit to aggregate across all expiries.

symbol*string

Stock/ETF/index ticker (e.g. SPY, QQQ, NVDA)

get_vix_stateVIX 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 vo...1 params

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 vo...

Parameters* required

apiKeystring

FlashAlpha API key. Omit when calling via /mcp-oauth (OAuth flow); required on /mcp.

get_expected_moveATM-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.3 params

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.

Parameters* required

apiKeystring

FlashAlpha API key. Omit when calling via /mcp-oauth (OAuth flow); required on /mcp.

expirystring

Optional single expiry YYYY-MM-DD. Omit for all expiries.

symbol*string

Stock/ETF/index ticker (e.g. SPY, QQQ, NVDA)

get_historical_option_quoteReplay the full option chain with BSM greeks, IV, OI at any minute since April 2018. Filter by expiry, strike, and type. Alpha tier.8 params

Replay the full option chain with BSM greeks, IV, OI at any minute since April 2018. Filter by expiry, strike, and type. Alpha tier.

Parameters* required

apiKeystring

FlashAlpha API key. Omit when calling via /mcp-oauth (OAuth flow); required on /mcp.

at*string

As-of timestamp: YYYY-MM-DDTHH:mm:ss (ET) or YYYY-MM-DD

expirystring

Optional expiration date YYYY-MM-DD

maxSpreadAbsnumber

Optional ghost-quote filter: max absolute bid-ask spread in dollars (e.g. 0.25). Combined with maxSpreadPct (a contract must pass both).

maxSpreadPctnumber

Optional ghost-quote filter: max bid-ask spread as a fraction of mid (e.g. 0.08 = 8%). Drops wider/one-sided quotes server-side.

strikenumber

Optional strike price

symbol*string

Underlying ticker

typestring

Optional 'C' or 'P' (call or put)

get_stock_summaryGet comprehensive stock summary: price, ATM IV, historical vol, VRP, skew, term structure, options flow, exposure data, and macro context (VIX, Fear & Greed, yield curve).2 params

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).

Parameters* required

apiKeystring

FlashAlpha API key. Omit when calling via /mcp-oauth (OAuth flow); required on /mcp.

symbol*string

Stock/ETF/index ticker (e.g. SPY, AAPL, SPX)

get_chexGet charm exposure (CHEX) by strike. Shows how dealer delta hedging changes as time passes — reveals time-decay-driven flows.3 params

Get charm exposure (CHEX) by strike. Shows how dealer delta hedging changes as time passes — reveals time-decay-driven flows.

Parameters* required

apiKeystring

FlashAlpha API key. Omit when calling via /mcp-oauth (OAuth flow); required on /mcp.

expirationstring

Optional expiration date YYYY-MM-DD

symbol*string

Stock/ETF ticker

get_historical_term_structureAlpha: 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...4 params

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...

Parameters* required

apiKeystring

FlashAlpha API key. Omit when calling via /mcp-oauth (OAuth flow); required on /mcp.

end*string

End YYYY-MM-DD, before today ET; maximum 366 calendar days.

start*string

Start YYYY-MM-DD.

symbol*string

SPY or QQQ

get_vexGet vanna exposure (VEX) by strike. Shows how dealer hedging changes with volatility moves.3 params

Get vanna exposure (VEX) by strike. Shows how dealer hedging changes with volatility moves.

Parameters* required

apiKeystring

FlashAlpha API key. Omit when calling via /mcp-oauth (OAuth flow); required on /mcp.

expirationstring

Optional expiration date YYYY-MM-DD

symbol*string

Stock/ETF ticker

get_stock_quoteGet real-time stock quote (bid, ask, mid, last price) for a ticker symbol.2 params

Get real-time stock quote (bid, ask, mid, last price) for a ticker symbol.

Parameters* required

apiKeystring

FlashAlpha API key. Omit when calling via /mcp-oauth (OAuth flow); required on /mcp.

symbol*string

Stock ticker (e.g. SPY, AAPL, TSLA)

get_dealer_premiumNet 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.3 params

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.

Parameters* required

apiKeystring

FlashAlpha API key. Omit when calling via /mcp-oauth (OAuth flow); required on /mcp.

symbol*string

Stock/ETF/index ticker (e.g. SPY, QQQ, SPX)

windowMinutesinteger

Rolling window in minutes (1–10080, default 240).

get_stock_flowRaw 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-r...6 params

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-r...

Parameters* required

apiKeystring

FlashAlpha API key. Omit when calling via /mcp-oauth (OAuth flow); required on /mcp.

limitinteger

Max trades returned (1–500, default 50). Only applies to 'recent'.

minutesinteger

Window size in minutes for 'history', 'cumulative', or 'bars' (1–10080, default 60/240).

resolutionstring

Bar resolution for 'bars' view: '1s', '1m', '5m', '15m', '30m', '1h', '4h'. Required when view='bars'.

symbol*string

Stock ticker (e.g. SPY, AAPL, TSLA)

view*string

get_exposure_summaryGet full exposure summary: net GEX/DEX/VEX/CHEX, gamma regime (positive/negative), key levels, hedging estimates, zero-DTE breakdown, top strikes.2 params

Get full exposure summary: net GEX/DEX/VEX/CHEX, gamma regime (positive/negative), key levels, hedging estimates, zero-DTE breakdown, top strikes.

Parameters* required

apiKeystring

FlashAlpha API key. Omit when calling via /mcp-oauth (OAuth flow); required on /mcp.

symbol*string

Stock/ETF ticker

get_gexGet gamma exposure (GEX) by strike. Shows dealer gamma positioning, gamma flip, call/put walls. Reveals where dealer hedging creates support/resistance.4 params

Get gamma exposure (GEX) by strike. Shows dealer gamma positioning, gamma flip, call/put walls. Reveals where dealer hedging creates support/resistance.

Parameters* required

apiKeystring

FlashAlpha API key. Omit when calling via /mcp-oauth (OAuth flow); required on /mcp.

expirationstring

Optional expiration date YYYY-MM-DD. Omit for all.

min_oiinteger

Optional minimum open interest threshold to filter small-OI noise (e.g. 100). Default 0.

symbol*string

Stock/ETF ticker (e.g. SPY, QQQ)

get_dexGet delta exposure (DEX) by strike. Shows net dealer delta and directional bias from options hedging.3 params

Get delta exposure (DEX) by strike. Shows net dealer delta and directional bias from options hedging.

Parameters* required

apiKeystring

FlashAlpha API key. Omit when calling via /mcp-oauth (OAuth flow); required on /mcp.

expirationstring

Optional expiration date YYYY-MM-DD

symbol*string

Stock/ETF ticker

Readme

FlashAlpha MCP Server — Real-Time Options Analytics for AI Assistants

View the full README on GitHub

Details

Repository: github.com/flashalpha-lab/flashalpha-mcp
Category: Monitoring & Observability
Transport: HTTP
Registry: MCP registry, active
Resources: 10
Prompts: 41
Tools verified: Nov 6, 2026

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