Flashalpha

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

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.

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What is this repo

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.

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Server URLs

Two endpoints, identical tool catalog, different authentication:

Endpoint	Auth	When to use
https://lab.flashalpha.com/mcp	apiKey tool parameter	Self-hosted clients: Claude Desktop, Claude Code CLI, Cursor, Windsurf, VS Code Copilot
https://lab.flashalpha.com/mcp-oauth	OAuth 2.1 + PKCE + DCR (RFC 7591)	Claude Connector Directory, ChatGPT Apps, Perplexity custom connectors, any host that requires OAuth-authenticated remote MCP

• Transport: Streamable HTTP
• Protocol version: MCP 2025-06-18
• OAuth discovery: https://lab.flashalpha.com/.well-known/oauth-protected-resource (RFC 9728)
• Authorization server: https://flashalpha.com/oauth

Persona-scoped endpoints

Each 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.

Persona	API-key URL	OAuth URL
🧲 Gamma Exposure	https://lab.flashalpha.com/mcp/gex	https://lab.flashalpha.com/mcp-oauth/gex
🎯 Directional	https://lab.flashalpha.com/mcp/directional	https://lab.flashalpha.com/mcp-oauth/directional
💵 Premium Seller	https://lab.flashalpha.com/mcp/premium	https://lab.flashalpha.com/mcp-oauth/premium
⚖️ Spreads & Condors	https://lab.flashalpha.com/mcp/spreads	https://lab.flashalpha.com/mcp-oauth/spreads
⚡ 0DTE	https://lab.flashalpha.com/mcp/0dte	https://lab.flashalpha.com/mcp-oauth/0dte
📈 Dealer-Positioning Swing	https://lab.flashalpha.com/mcp/swing	https://lab.flashalpha.com/mcp-oauth/swing
🌊 Volatility / Relative Value	https://lab.flashalpha.com/mcp/volarb	https://lab.flashalpha.com/mcp-oauth/volarb
💻 Quant / Systematic	https://lab.flashalpha.com/mcp/quant	https://lab.flashalpha.com/mcp-oauth/quant
📅 Earnings	https://lab.flashalpha.com/mcp/earnings	https://lab.flashalpha.com/mcp-oauth/earnings

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Quick Setup (self-hosted clients → /mcp + apiKey)

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"
    }
  }
}

Claude Code CLI

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

Cursor

Settings → MCP → Add server:

{
  "flashalpha": {
    "transport": "http",
    "url": "https://lab.flashalpha.com/mcp"
  }
}

VS Code (Copilot / Continue)

.vscode/mcp.json or user settings:

{
  "servers": {
    "flashalpha": {
      "type": "http",
      "url": "https://lab.flashalpha.com/mcp"
    }
  }
}

Windsurf

Cascade settings → MCP Servers:

{
  "flashalpha": {
    "transport": "http",
    "url": "https://lab.flashalpha.com/mcp"
  }
}

Perplexity (Pro/Max/Enterprise)

Settings → Connectors → + Custom connector → Remote

• URL: https://lab.flashalpha.com/mcp-oauth
• Auth: OAuth (walks the consent flow at flashalpha.com/oauth/login)

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Authentication

/mcp (apiKey)

Every tool call takes apiKey as a string parameter. Get a free key at flashalpha.com.

apiKey: "fa_your_key_here"

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:

RFC 9728 protected-resource metadata	https://lab.flashalpha.com/.well-known/oauth-protected-resource
OIDC discovery	https://flashalpha.com/oauth/.well-known/openid-configuration
JWKS	https://flashalpha.com/oauth/.well-known/jwks
Dynamic Client Registration	POST https://flashalpha.com/oauth/register
Authorization endpoint	https://flashalpha.com/oauth/authorize
Token endpoint	https://flashalpha.com/oauth/token
Scope	flashalpha.mcp

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Data provenance: data_as_of

Every 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.

Field	Feed	Expected cadence
node	Which node answered	Nodes hydrate independently
equity_feed	Equity and ETF spot quotes	seconds, during market hours
equity_options_feed	Equity and ETF option quotes	seconds, during market hours
index_feed	Index spot (SPX, RUT, VIX and the other index roots)	seconds, during market hours
index_options_feed	Index option quotes	seconds, during market hours
futures_feed	Futures prices	seconds, during the futures session
futures_options_feed	Futures option quotes	seconds, during the futures session
flow_feed	Classified options and stock trade tape	seconds, during market hours
oi_feed	Settled open interest	daily, dated to the prior 16:00 ET close
macro_feed	VIX, VVIX, SKEW, MOVE, SPX, Fear & Greed	minutes; reports its OLDEST component

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.

How to read it

• Check the feeds the tool depends on. A GEX call on an equity is answered from equity_feed, equity_options_feed and oi_feed. futures_feed being null in that result says nothing about the answer.
• Compare against the cadence, not the clock. 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.
• Spot and options are separate on purpose. They arrive over different pipes and can fail independently, so an index chain can be current while the index level behind it is not.
• It evidences feed activity, not per-contract freshness. An illiquid strike may not have quoted for hours while its feed is healthy.
• 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 Catalog (70+ tools)

Tool names below are the exact strings sent via tools/call — snake_case, not the PascalCase C# method names. Copy verbatim.

Live tools

Market Data (6)

Tool	Description
get_stock_quote	Real-time stock quote (bid, ask, mid, last)
get_tickers	List/search available tickers
get_symbols	Full list of supported underlying symbols
get_option_chain	Available expirations + strikes metadata
get_option_quote	Live option quote: bid, ask, mid, IV, greeks, OI, volume (expiry, strike, type)
get_account	Plan, daily quota, usage today, remaining calls

Exposure Analytics (13)

Tool	Description
get_gex	Gamma exposure (GEX) by strike — call/put walls, gamma flip (expiration, min_oi)
get_dex	Delta exposure (DEX) by strike — net dealer delta (expiration)
get_vex	Vanna exposure (VEX) by strike — dealer hedging response to vol moves (expiration)
get_chex	Charm exposure (CHEX) by strike — time-decay-driven flows (expiration)
get_levels	Gamma flip, call/put walls, max pain, highest OI strike, 0DTE magnet
get_exposure_summary	Net GEX/DEX/VEX/CHEX, regime, hedging estimates, top strikes, 0DTE breakdown
get_exposure_sheet	Per-strike greeks exposure sheet (GEX/DEX/VEX/CHEX side by side) with expiration, min_oi filters
get_term_structure	Exposure term structure — net GEX/DEX/VEX/CHEX bucketed by expiry/DTE
get_exposure_basket	Aggregate dealer exposure across a multi-symbol basket (symbols required, optional weights)
get_oi_diff	Day-over-day open-interest change by strike — top OI builders/unwinds (topN)
get_narrative	Verbal analysis: regime, levels, dealer positioning, implications
get_max_pain	Max pain strike, pain curve, put/call OI ratio, dealer alignment, pin probability (expiration)
get_zero_dte	0DTE analytics: intraday gamma, time-decay acceleration, pin risk, hedging pressure (expiry, strike_range)

Volatility & Pricing (19)

Tool	Description
get_surface	Live 50×50 implied-volatility surface grid over (tenor, log-moneyness)
get_svi_params	SVI (stochastic-volatility-inspired) calibrated surface parameters per tenor (Alpha)
get_volatility	ATM IV, realized vol (5/10/20/30d), VRP, 25-δ skew, term structure, GEX-by-DTE
get_advanced_volatility	SVI parameters, forward prices, variance surface, arbitrage flags, vanna/charm/volga surfaces, variance-swap fair values (Alpha)
get_expected_move	Straddle-implied expected move (1σ) by expiry — bands, % move, breakevens (expiry)
get_skew_term	Volatility skew across strikes and term structure across expiries in one call
get_spot_vol_correlation	Realized spot-vol correlation / leverage effect for the underlying
get_realized_vol	Realized-vol estimators (close-to-close, Parkinson, Garman-Klass, Rogers-Satchell, Yang-Zhang) at 10/20/30-day windows (Alpha)
get_volatility_forecast	Volatility forecasts: EWMA, HAR-RV, GARCH with multi-horizon term structure (dist = student_t default, gaussian) (Alpha)
get_liquidity	Options-chain liquidity score: spreads, depth, volume/OI quality
get_dispersion	Index-vs-component dispersion / correlation vol-arbitrage (index, symbols required, weights, horizon_days) (Alpha)
get_vix_state	VIX macro state: level, term structure, percentile, contango/backwardation regime
get_universe	Tradeable universe ranked by liquidity/coverage (sort, limit)
get_vrp	Volatility risk premium dashboard: IV vs RV, percentiles, regime, strategy scores (date)
get_vrp_history	Historical VRP time series for charting + backtesting (days)
get_stock_summary	One-call combined summary: price, IV, VRP, skew, term, exposure, macro context
calculate_greeks	Black-Scholes greeks (Δ, Γ, Θ, ν, ρ, vanna, charm, speed, zomma, color)
solve_iv	Solve implied volatility from market price (BSM inversion)
calculate_kelly	Kelly criterion optimal sizing for an option trade

Order Flow — Options & Stocks (real-time, simulation-aware)

Tool	Description
get_flow_live	Headline live flow bundle in one call: effective OI state, live levels, live GEX/DEX totals, pin-risk score, dealer-risk summary. view='gex' returns the full simulation-aware live GEX surface, view='dex' live DEX, view='oi' the raw OI simulator state
get_flow_summary	Net signed options premium, call/put flow, sweep vs block breakdown (expiry)
get_flow_levels	Flow-derived support/resistance and dealer hedging levels (expiry)
get_flow_signals	Scored actionable flow signals — intent, structure, conviction (minScore, intent, structure, windowMinutes, limit, expiry)
get_flow_pin_risk	Real-time pin-risk estimate from live flow + positioning (expiry)
get_flow_dealer_risk	Live dealer gamma/delta risk from intraday flow (expiry)
get_dealer_premium	Dealer-side options premium attribution (sold/bought) over a window (windowMinutes, expiry)
get_option_flow	Raw recent option prints, blocks, sweeps, cumulative & history (minSize, minutes, limit, expiry)
get_stock_flow	Raw recent stock prints, blocks, bars, cumulative & history (resolution, minSize, minutes, limit)
get_flow_scan	Cross-symbol flow leaderboards & outliers (n, limit, minTrades, windowMinutes)

0DTE Intraday Flow

Tool	Description
get_zero_dte_flow	0DTE flow snapshot: live exposure + net flow direction by strike, plus intraday series, hedge flow, heatmap, and strike-flow views (bar, minutes, side, metric, mode)

Strategy Signals (10 strategies via 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).

strategy value	Description
flow_anomaly	Directional options-flow imbalance → matching short vertical spread (expiry)
expiry_positioning	Dealer expiry positioning → iron-condor / butterfly candidates (expiry, minOpenInterest, wingWidth)
zero_dte	0DTE intraday setup → defined-risk spreads (expiry, minOpenInterest, wingWidth)
dealer_regime	Gamma regime read (long/short gamma) → directional bias (expiry)
vol_carry	Vol carry / theta harvest → short-premium structures (targetShortDelta, maxWidth, minCredit, ...)
yield_enhancement	Covered-call / cash-secured-put yield (targetDelta, structure, excludeEarningsBeforeExpiry, ...)
surface_anomaly	IV-surface mispricing / arbitrage candidates (expiry)
skew	Skew steepness/richness → risk-reversal / ratio ideas (expiry)
term_structure	Calendar / diagonal opportunities from term-structure shape
tail_pricing	Tail-risk richness → cheap-convexity / hedge candidates (expiry)

Earnings Analytics

Tool	Description
get_earnings	Per-symbol earnings analytics: expected move, history, IV crush, VRP, dealer positioning, and strategies (parameterized)
get_earnings_calendar	Upcoming earnings calendar with expected moves (days, symbols, importance)
get_earnings_screener	Rank earnings names by IV-crush edge / VRP / expected move (sort, limit, days, min_importance)

Structures (multi-leg, pure-math)

Tool	Description
post_structure_pnl	Multi-leg structure P&L curve across an underlying range (legs[], minUnderlying, maxUnderlying, points)
post_structure_greeks	Aggregate greeks for a multi-leg structure (legs[] with expiry+impliedVol, spot, today, rate, dividendYield)

Screener

Tool	Description
post_screener	Multi-factor options screener: universe, filters, formulas, sort, select, limit, offset
get_screener_fields	Screener field taxonomy — every filterable/selectable field and type

Futures (CME)

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:

{ "symbol": "ES=F" }

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.

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Historical replay tools (17, Alpha tier)

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.

Tool	Mirrors
get_historical_gex	get_gex
get_historical_dex	get_dex
get_historical_vex	get_vex
get_historical_chex	get_chex
get_historical_levels	get_levels
get_historical_exposure_summary	get_exposure_summary
get_historical_narrative	get_narrative
get_historical_zero_dte	get_zero_dte
get_historical_max_pain	get_max_pain
get_historical_volatility	get_volatility
get_historical_advanced_volatility	get_advanced_volatility
get_historical_vrp	get_vrp
get_historical_surface	get_surface
get_historical_stock_quote	get_stock_quote
get_historical_option_quote	get_option_quote
get_historical_stock_summary	get_stock_summary
get_historical_coverage	List symbols backfilled with coverage windows and gaps — call first to check whether (symbol, date range) is queryable

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.

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MCP Resources (5)

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:

URI	Title
flashalpha://docs/api	Live API reference (every REST endpoint at api.flashalpha.com)
flashalpha://docs/historical	Historical replay reference
flashalpha://docs/mcp	This document
flashalpha://docs/screener	Live screener spec (filter DSL, sorts, formulas)
flashalpha://docs/screener-fields	Screener field taxonomy

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MCP Prompts (4)

Canonical workflow templates that surface in Claude Desktop / Cursor / Windsurf UI as one-click recipes:

Prompt	Description
analyze_exposure(symbol)	Full dealer-positioning walkthrough — gamma regime, key levels, hedging pressure, 0DTE contribution
vrp_regime_check(symbol)	VRP percentile, IV-vs-RV richness, strategy scoring conditioned on the gamma regime
historical_comparison(symbol, reference_date)	Side-by-side current vs past date, with VIX-context sanity check
zero_dte_brief(symbol)	Pre-session 0DTE brief — pin risk, expected move, gamma acceleration, ±0.5% hedging tilts

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Example Prompts

Once connected, ask your AI assistant questions like:

1. "What is SPX dealer gamma positioning right now?"
2. "Show me 0DTE setup for SPY today — pin risk, expected move, gamma acceleration."
3. "Give me a full options picture for NVDA — IV, RV, VRP, skew, term, exposure, macro."
4. "Replay SPY gamma exposure on 2020-03-16 at 14:00 ET."
5. "Calculate Black-Scholes greeks for SPY 580 calls expiring next Friday at 18% IV."
6. "What is implied volatility for an NVDA 900 put trading at $12.50 with spot $875?"
7. "Where is the gamma flip and call/put walls for QQQ today?"
8. "Compare current SPX dealer positioning to 2024-04-19."
9. "What's the VRP percentile for AAPL vs its 90-day distribution?"
10. "Generate a 0DTE brief for SPY before the open."
11. "Run the flow-anomaly strategy signal on TSLA and show me the best defined-risk structure."
12. "What's the expected move for NVDA into Friday expiry, and what's IV crush looked like the last 8 earnings?"
13. "Show this week's earnings calendar with expected moves, then screen for the best IV-crush short-premium setups."
14. "Price the P&L curve and aggregate greeks for an SPY iron condor: short 580/590 call spread, short 560/550 put spread."
15. "Give me the SPX dealer exposure sheet and term structure, plus the day-over-day OI diff."
16. "What's the dispersion / index-vs-component vol-arb read on SPX against its top components?"
17. "Show the VIX macro state and the dealer-premium flow on QQQ over the last 30 minutes."

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Plans & Pricing

Four tiers. Annual saves 20% and locks the price for 12 months.

Plan	Monthly	Annual (per month)	Annual total	Daily quota	Freshness
Free	$0	—	—	5 / day	15-minute
Basic	$79/mo	$63/mo	$756/yr	100 / day	15-second
Growth	$299/mo	$239/mo	$2,868/yr	2,500 / day	15-second
Alpha	$1,499/mo	$1,199/mo	$14,388/yr	Unlimited	No cache (real-time)

What unlocks at each tier

Capability	Free	Basic	Growth	Alpha
Single-stock GEX (single expiry), call/put walls, gamma flip	✓	✓	✓	✓
BSM greeks, IV solver, stock quotes	✓	✓	✓	✓
ETFs / indexes (SPY, QQQ, IWM, SPX)	—	✓	✓	✓
DEX / VEX / CHEX, max pain, Market Overview	—	✓	✓	✓
Full-chain GEX, 0DTE analytics, option quotes, volatility analytics, AI narrative, Kelly criterion	—	—	✓	✓
Live Screener — 20-symbol Tier 1 universe	—	—	✓	✓
Live Screener — full ~250-symbol universe (REST)	—	—	—	✓
Advanced volatility (SVI, variance surfaces, arbitrage detection, higher-order greeks surfaces)	—	—	—	✓
VRP analytics + history	—	—	—	✓
Historical API — minute-resolution replay since 2017-01-03	—	—	—	✓
99.9% uptime SLA	—	—	—	✓

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.

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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

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Links

• FlashAlpha — API keys, docs, pricing
• API Documentation
• MCP server docs (canonical)
• llms.txt — machine-readable index for LLMs
• Examples — runnable tutorials
• GEX Explained
• 0DTE Options Analytics
• Volatility Surface Python
• Awesome Options Analytics

What the paid tiers unlock

The free tier covers single-expiry GEX on equities, key levels, the BSM Greeks/IV calculator and stock quotes. Paid tiers add:

• DEX, VEX (vanna) and CHEX (charm) exposure, plus max pain — from the Basic tier ($79/mo), with ETF and index symbols.
• Full-chain GEX, 0DTE and flow analytics — from the Growth tier ($299/mo).
• Point-in-time replay since 2017, SVI vol surfaces, VRP analytics, higher-order Greeks, uncached and unlimited — the Alpha tier ($1,499/mo). FlashAlpha is one of the only public APIs publishing aggregate vanna and charm exposure across the full universe, with no look-ahead and no training-serving skew.

Built for quants, prop desks, and vol funds. See the full picture and get a key: flashalpha.com/for-quant-teams