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Analytics

flashalpha.com

Provides financial market data and analysis for options trading and volatility strategies.

1 endpoint73 known toolsCached registry data

ENDPOINT 1

https://lab.flashalpha.com/mcp

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Known tools 73

get_strategy

Get a strategy decision envelope for one of 10 options-based trading signals.

get_vix_state

VIX regime vs SPX realized volatility: overvixing/undervixing/neutral label, spread (VIX minus SPX RV20d), ratio, and interpretation.

get_surface

Get the live 50x50 implied-volatility surface grid over (tenor, log-moneyness).

get_stock_summary

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

get_stock_flow

Raw intraday stock trade-flow for one symbol.

get_historical_exposure_summary

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

post_screener

Find, rank, and compare symbols across the whole universe in ONE call.

get_historical_advanced_volatility

Replay advanced volatility analytics (SVI parameters, forward prices, total variance surface, arbitrage flags, greek surfaces, variance swap fair values) at any minute since April 2018.

get_historical_chex

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

get_tickers

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

get_levels

Get key options levels: gamma flip point, call wall, put wall, max pain, highest OI strike.

get_flow_scan

Cross-symbol options/stock flow leaderboard (biggest buyers/sellers by net notional) and flow outliers (most imbalanced symbols) across the universe.

get_vrp

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

get_expected_move

Straddle-implied expected move per expiry: 1-sigma dollar and percent range, upper/lower bounds, straddle price, and ATM IV.

get_realized_vol

Range-based realized (historical) volatility estimators over 10/20/30-day windows: close-to-close, Parkinson, Garman-Klass, Rogers-Satchell, and Yang-Zhang.

get_advanced_volatility

Get advanced volatility analytics: SVI parameters, forward prices, total variance surface, arbitrage detection, greeks surfaces (vanna, charm, volga, speed), and variance swap fair values.

get_historical_levels

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

get_vrp_history

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

get_historical_narrative

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

post_structure_greeks

Aggregate Black-Scholes position greeks (delta, gamma, theta, vega, rho, vanna, charm) for a multi-leg options structure.

get_account

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

get_spot_vol_correlation

20-day and 60-day Pearson correlation between spot log-returns and ATM IV first-differences.

get_svi_params

Live SVI-fitted volatility surface per expiry: calibrated (a, b, rho, m, sigma) parameters, ATM total variance, and ATM IV.

get_exposure_basket

Weighted cross-symbol aggregate of GEX, DEX, VEX, CHEX across up to 50 symbols.

get_exposure_sheet

Unified per-strike exposure sheet: GEX, DEX, VEX, CHEX, and DAG in one response with chain totals, Line-in-the-Sand inflection strike, gamma peaks, and OPEX/triple-witching flags.

get_liquidity

Per-expiry option liquidity score (0-100), ATM bid-ask spread percent, OI-weighted spread, ATM OI depth, and chain-level execution quality.

get_flow_signals

Scored, classified unusual options activity feed: sweeps, blocks, smart money, opening bias, intent classification, scored unusual flow.

get_narrative

Get verbal GEX narrative analysis.

get_historical_max_pain

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

get_option_chain

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

post_structure_pnl

At-expiry P&L curve and breakevens for a multi-leg options structure (vertical spread, iron condor, straddle, butterfly, calendar).

get_volatility_forecast

Conditional volatility forecasts: EWMA (RiskMetrics, λ=0.94), HAR-RV (Corsi), and GARCH(1,1) fitted by maximum likelihood with Gaussian or Student-t innovations.

get_exposure_summary

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

get_historical_vrp

Replay VRP dashboard (z-score, percentile, regime, strategy scores) at any minute since April 2018.

get_historical_option_quote

Replay the full option chain with BSM greeks, IV, OI at any minute since April 2018.

get_universe

Curated tier-1 / tier-2 symbol directory of symbols kept pre-warmed in the screener.

get_historical_volatility

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

get_historical_stock_summary

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

get_zero_dte

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

get_vex

Get vanna exposure (VEX) by strike.

get_earnings_calendar

Upcoming earnings calendar over a configurable forward window.

get_dealer_premium

Net dealer options premium — are dealers net buying or writing premium today (VWAP-weighted buy vs write across the full flow tape); shows whether dealers are net long or short premium over the configurable window; Alpha tier.

get_dispersion

Index vs single-name implied correlation and realized correlation across a user-supplied basket.

get_gex

Get gamma exposure (GEX) by strike.

get_dex

Get delta exposure (DEX) by strike.

calculate_greeks

Calculate Black-Scholes option greeks (delta, gamma, theta, vega, rho, vanna, charm, speed, zomma, color).

get_option_quote

Get live option quote with bid, ask, mid, IV, greeks, open interest, and volume.

get_flow_levels

Live (simulation-aware) gamma flip, call wall, put wall, and max pain — computed on effective OI (settled + intraday simulator delta).

get_flow_summary

At-a-glance simulation-aware flow card: headline flow direction (no_flow/neutral/amplifying/dampening/regime_flip), intraday delta, and live GEX with percent shift from settled.

get_earnings_screener

Cross-sectional earnings screener: ranks upcoming events by VRP richness, cheapest implied move, highest historical IV crush, or importance.

get_term_structure

Per-greek exposure aggregated by DTE bucket (0-7d, 8-30d, 31-60d, 61-180d, 180d+) and per expiry.

get_symbols

List of symbols currently queried with live data cached in the system.

get_historical_coverage

List symbols backfilled in the historical archive with coverage windows, day counts, and gaps.

get_volatility

Get comprehensive volatility analysis: ATM IV, realized vol (5/10/20/30d), VRP, 25-delta skew, IV term structure, GEX by DTE, theta by DTE, hedging scenarios, liquidity metrics.

get_chex

Get charm exposure (CHEX) by strike.

get_historical_zero_dte

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

get_flow_pin_risk

Live pin-risk score with full sub-score breakdown, computed on effective (simulation-aware) OI.

calculate_kelly

Compute Kelly criterion optimal position sizing for an option trade.

get_option_flow

Raw intraday option trade-flow for one underlying.

get_flow_live

Headline flow bundle in one call: effective OI state, live levels, live GEX/DEX totals, pin-risk score, and dealer-risk summary.

get_historical_surface

Replay the implied volatility surface grid at any minute since April 2018.

get_earnings

Get earnings analytics for a symbol across six lenses.

get_oi_diff

Day-over-day open-interest deltas: per-contract OI changes, top-N sorted by absolute magnitude, and call/put aggregate totals.

get_flow_dealer_risk

Settled vs live dealer risk shift: GEX/DEX adjustment since open, percent shifts, direction classifier (amplifying/dampening/neutral/no_flow/regime_flip), and a plain-English description of the intraday flow impact.

get_skew_term

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.

get_historical_dex

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

solve_iv

Solve for implied volatility from option market price.

get_stock_quote

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

get_max_pain

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

get_historical_vex

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

get_historical_stock_quote

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

get_zero_dte_flow

LIVE simulation-aware 0DTE flow — snapshot (current net GEX/DEX, gamma flip, walls, pin score, flow direction; fresher than get_zero_dte which uses settled OI and goes stale after ~10:30 ET), series (intraday time-series of 0DTE positioning for charting), hedge_flow (estimated dealer hedge-flow delta-dollars per bar + cumulative since open).

get_historical_gex

Replay gamma exposure (GEX) by strike at any minute since April 2018.