Flashalpha MCP Server

get_strategy

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: should you fade into expiry? • zero_dte — same-day range compression: what is the 0DTE expected range and dealer regime? • dealer_regime — dealer gamma regime classifier: positive vs negative gamma and hedging pressure. • vol_carry — VRP carry credit-spread selection: is IV elevated enough to sell premium via credit spreads? • yield_enhancement — covered-call / cash-secured-put income overlay: optimal strike for yield capture. • surface_anomaly — SVI residual rich/cheap wing detection: where is the vol surface mispriced? • skew — 25-delta skew / risk-reversal signal: put vs call skew balance and direction. • term_structure — ATM-IV term-structure signal: contango vs backwardation and roll opportunities. • tail_pricing — downside-tail richness signal: are OTM puts cheap or expensive vs history?

get_vix_state

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 volatility-selling strategies.

get_surface

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

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. 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-resolution OHLCV+flow bars, oldest first, for live chart feeds).

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. Alpha tier.

post_screener

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', 'rank tickers by VRP', 'highest IV stocks right now', 'most pinned symbols today', 'cheap IV with positive gamma'). Prefer this over calling per-symbol tools in a loop. Cross-sectional screen/rank by GEX, VRP, 0DTE dominance, IV/term structure, skew, dealer risk, and strategy scores, with filters, sort, select, and custom formulas. Growth = top 10 symbols; Alpha = ~250 symbols + formulas.

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. EOD-stamped (SVI fits refresh daily). Alpha tier.

get_historical_chex

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

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. These act as support/resistance from dealer hedging.

get_flow_scan

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 by absolute net notional).

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. Use to size trades, evaluate premium levels, or compare market-implied move vs realized range.

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. Range estimators use the daily high/low/open/close and are 5–8× more statistically efficient than close-to-close. Alpha tier. Use to measure realized vol robustly, compare estimators, or feed a vol-risk-premium calc.

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. Alpha tier required.

get_historical_levels

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

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. Alpha tier.

post_structure_greeks

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`.

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. 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.

get_svi_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.

get_exposure_basket

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.

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. Use to scan all greeks at every strike in a single call.

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. Labels: tight (>=75), normal (>=50), wide (>=20), illiquid (<20). Use to select the most liquid expiry, assess execution quality, or screen for tight spreads.

get_flow_signals

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/closing premium roll-up across the window.

get_narrative

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

get_historical_max_pain

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

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). Pure math, no market lookup — pass the legs as JSON.

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. Returns fitted params (omega/alpha/beta/dof), persistence, long-run vol, half-life, and a multi-horizon (1/5/21-day) forecast. Alpha tier. Use to forecast next-day/forward volatility or gauge vol mean-reversion. Pass dist='gaussian' or 'student_t' (default student_t).

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. Percentiles and z-scores are leak-free: date-bounded in SQL so the backtest only sees data strictly before the `at` timestamp. Alpha tier.

get_historical_option_quote

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

get_universe

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.

get_historical_volatility

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

get_historical_stock_summary

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

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. Shows how dealer hedging changes with volatility moves.

get_earnings_calendar

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; adjust days-ahead window (1–90, default 14).

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. 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, correlation premium sizing, or cross-asset vol arb. Alpha tier required.

get_gex

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

get_dex

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

calculate_greeks

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

get_option_quote

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

get_flow_levels

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.

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. Cheap to poll across a watchlist.

get_earnings_screener

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 event. Configurable forward window, row limit, and minimum importance filter.

get_term_structure

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.

get_symbols

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.

get_historical_coverage

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.

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. Shows how dealer delta hedging changes as time passes — reveals time-decay-driven flows.

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. Alpha tier.

get_flow_pin_risk

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

calculate_kelly

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

get_option_flow

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' (cumulative net option net premium by 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. 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 omit view for the combined live bundle.

get_historical_surface

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

get_earnings

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: EPS/revenue surprises, implied vs actual moves, and realized IV crush per event. • iv_crush — expected + historical IV-crush distribution: live crush estimate and median/p25/p75/best/worst from up to 20 past events. • vrp — earnings vol-risk-premium: implied move vs realized-median, premium ratio, z-score, percentile, richness assessment. • dealer_positioning — event-scoped dealer exposure: gamma flip and walls on event-week expiries, GEX by DTE bucket, charm acceleration. • strategies — earnings strategy-suitability scores: long straddle, short strangle, iron condor, calendar spread, earnings diagonal (0–100 each).

get_oi_diff

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.

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. Use for put/call skew across expirations, 25-delta risk reversal, butterfly convexity, or comparing near-term vs far-term skew.

get_historical_dex

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

solve_iv

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

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. Alpha tier.

get_historical_stock_quote

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

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). Growth+.

get_historical_gex

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