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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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 equity-index)

FlashAlpha serves the full options-analytics stack for CME equity-index futures — ES=F (E-mini S&P 500) and NQ=F (E-mini Nasdaq-100). Options-on-futures are priced with Black-76 (forward-priced) using the correct CME contract multipliers. 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/ES%3DF); MCP tools take the plain string "ES=F". 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 2018-04-16. 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 2018-04-16	—	—	—	✓
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 2018, 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