Analytics
flashalpha.com
Provides financial market data and analysis for options trading and volatility strategies.
ENDPOINT 1
https://lab.flashalpha.com/mcp
MCP server metadata
- Name
- FlashAlpha
- Version
- 1.2.0
Known tools 73
get_strategyGet a strategy decision envelope for one of 10 options-based trading signals.
Inferred read-onlyget_vix_stateVIX regime vs SPX realized volatility: overvixing/undervixing/neutral label, spread (VIX minus SPX RV20d), ratio, and interpretation.
Inferred read-onlyget_surfaceGet the live 50x50 implied-volatility surface grid over (tenor, log-moneyness).
Inferred read-onlyget_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).
Inferred read-onlyget_historical_exposure_summaryReplay the full exposure summary (net GEX/DEX/VEX/CHEX, regime, hedging estimates, top strikes) at any minute since April 2018.
Inferred read-onlypost_screenerFind, rank, and compare symbols across the whole universe in ONE call.
Inferred read-onlyget_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.
Inferred read-onlyget_historical_chexReplay charm exposure (CHEX) by strike at any minute since April 2018.
Inferred read-onlyget_levelsGet key options levels: gamma flip point, call wall, put wall, max pain, highest OI strike.
Inferred read-onlyget_flow_scanCross-symbol options/stock flow leaderboard (biggest buyers/sellers by net notional) and flow outliers (most imbalanced symbols) across the universe.
Inferred read-onlyget_vrpGet volatility risk premium (VRP) dashboard: live IV vs realized vol, VRP percentiles, term structure, regime classification, strategy scores, and macro context.
Inferred read-onlyget_expected_moveStraddle-implied expected move per expiry: 1-sigma dollar and percent range, upper/lower bounds, straddle price, and ATM IV.
Inferred read-onlyget_realized_volRange-based realized (historical) volatility estimators over 10/20/30-day windows: close-to-close, Parkinson, Garman-Klass, Rogers-Satchell, and Yang-Zhang.
Inferred read-onlyget_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.
Inferred read-onlyget_historical_levelsReplay key options levels (gamma flip, call/put walls, highest OI strike, 0DTE magnet) at any minute since April 2018.
Inferred read-onlyget_historical_narrativeReplay the verbal narrative analysis (regime, key-level commentary, prior-day comparison) at any minute since April 2018.
Inferred read-onlyget_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.
Inferred read-onlypost_structure_greeksAggregate Black-Scholes position greeks (delta, gamma, theta, vega, rho, vanna, charm) for a multi-leg options structure.
Inferred read-onlyget_accountGet your account info: plan, daily quota limit, usage today, remaining calls.
Inferred read-onlyget_spot_vol_correlation20-day and 60-day Pearson correlation between spot log-returns and ATM IV first-differences.
Inferred read-onlyget_svi_paramsLive SVI-fitted volatility surface per expiry: calibrated (a, b, rho, m, sigma) parameters, ATM total variance, and ATM IV.
Inferred read-onlyget_exposure_basketWeighted cross-symbol aggregate of GEX, DEX, VEX, CHEX across up to 50 symbols.
Inferred read-onlyget_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.
Inferred read-onlyget_liquidityPer-expiry option liquidity score (0-100), ATM bid-ask spread percent, OI-weighted spread, ATM OI depth, and chain-level execution quality.
Inferred read-onlyget_flow_signalsScored, classified unusual options activity feed: sweeps, blocks, smart money, opening bias, intent classification, scored unusual flow.
Inferred read-onlyget_historical_max_painReplay max pain, pain curve, dealer alignment, and pin probability at any minute since April 2018.
Inferred read-onlyget_option_chainGet option chain metadata: available expirations and strikes for a ticker.
Inferred read-onlypost_structure_pnlAt-expiry P&L curve and breakevens for a multi-leg options structure (vertical spread, iron condor, straddle, butterfly, calendar).
Inferred read-onlyget_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.
Inferred read-onlyget_exposure_summaryGet full exposure summary: net GEX/DEX/VEX/CHEX, gamma regime (positive/negative), key levels, hedging estimates, zero-DTE breakdown, top strikes.
Inferred read-onlyget_historical_vrpReplay VRP dashboard (z-score, percentile, regime, strategy scores) at any minute since April 2018.
Inferred read-onlyget_historical_option_quoteReplay the full option chain with BSM greeks, IV, OI at any minute since April 2018.
Inferred read-onlyget_historical_volatilityReplay volatility analytics (ATM IV, realised vol, IV-RV spreads, skew, term structure) at any minute since April 2018.
Inferred read-onlyget_universeCurated tier-1 / tier-2 symbol directory of symbols kept pre-warmed in the screener.
Inferred read-onlyget_historical_stock_summaryReplay the comprehensive stock summary (price, IV, VRP, exposure, flow, macro) at any minute since April 2018.
Inferred read-onlyget_zero_dteGet zero-days-to-expiration (0DTE) analytics: intraday gamma, time decay acceleration, pin risk, dealer hedging pressure for contracts expiring today.
Inferred read-onlyget_earnings_calendarUpcoming earnings calendar over a configurable forward window.
Inferred read-onlyget_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.
Potential side effectsget_dispersionIndex vs single-name implied correlation and realized correlation across a user-supplied basket.
Inferred read-onlycalculate_greeksCalculate Black-Scholes option greeks (delta, gamma, theta, vega, rho, vanna, charm, speed, zomma, color).
Inferred read-onlyget_option_quoteGet live option quote with bid, ask, mid, IV, greeks, open interest, and volume.
Inferred read-onlyget_flow_levelsLive (simulation-aware) gamma flip, call wall, put wall, and max pain — computed on effective OI (settled + intraday simulator delta).
Inferred read-onlyget_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.
Inferred read-onlyget_earnings_screenerCross-sectional earnings screener: ranks upcoming events by VRP richness, cheapest implied move, highest historical IV crush, or importance.
Inferred read-onlyget_term_structurePer-greek exposure aggregated by DTE bucket (0-7d, 8-30d, 31-60d, 61-180d, 180d+) and per expiry.
Inferred read-onlyget_historical_coverageList symbols backfilled in the historical archive with coverage windows, day counts, and gaps.
Inferred read-onlyget_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.
Inferred read-onlyget_historical_zero_dteReplay 0DTE analytics (pin risk, expected move, gamma acceleration, dealer hedging estimates for same-day expiry) at any minute since April 2018.
Inferred read-onlyget_flow_pin_riskLive pin-risk score with full sub-score breakdown, computed on effective (simulation-aware) OI.
Inferred read-onlycalculate_kellyCompute Kelly criterion optimal position sizing for an option trade.
Potential side effectsget_flow_liveHeadline flow bundle in one call: effective OI state, live levels, live GEX/DEX totals, pin-risk score, and dealer-risk summary.
Inferred read-onlyget_historical_surfaceReplay the implied volatility surface grid at any minute since April 2018.
Inferred read-onlyget_oi_diffDay-over-day open-interest deltas: per-contract OI changes, top-N sorted by absolute magnitude, and call/put aggregate totals.
Inferred read-onlyget_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.
Inferred read-onlyget_historical_dexReplay delta exposure (DEX) by strike at any minute since April 2018.
Inferred read-onlyget_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.
Inferred read-onlyget_stock_quoteGet real-time stock quote (bid, ask, mid, last price) for a ticker symbol.
Inferred read-onlyget_max_painGet max pain strike, pain curve, put/call OI ratio, dealer alignment, pin probability, and per-expiration breakdown.
Inferred read-onlyget_historical_vexReplay vanna exposure (VEX) by strike at any minute since April 2018.
Inferred read-onlyget_historical_stock_quoteReplay a stock bid/ask/mid at any minute since April 2018.
Inferred read-onlyget_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 dealer hedge-flow delta-dollars per bar + cumulative since open).
Inferred read-onlyget_historical_gexReplay gamma exposure (GEX) by strike at any minute since April 2018.
Inferred read-onlyCONNECT WITH APPROVAL
Client installation
Review this server and its permissions before adding it. Secret placeholders must be set locally.
Codex
~/.codex/config.toml
[mcp_servers.flashalpha]
url = "https://lab.flashalpha.com/mcp"
enabled = true
Claude Code
.mcp.json
{
"mcpServers": {
"flashalpha": {
"type": "http",
"url": "https://lab.flashalpha.com/mcp"
}
}
}
Claude Desktop
Settings → Connectors → Add custom connector
Name: flashalpha
Remote MCP URL: https://lab.flashalpha.com/mcp
Add this remote URL as a custom connector in Claude Desktop. Availability depends on the user plan and workspace policy.
Cursor
.cursor/mcp.json
{
"mcpServers": {
"flashalpha": {
"url": "https://lab.flashalpha.com/mcp"
}
}
}
Visual Studio Code
.vscode/mcp.json
Add to Visual Studio Code{
"servers": {
"flashalpha": {
"type": "http",
"url": "https://lab.flashalpha.com/mcp"
}
}
}
Generic MCP
Client-specific MCP configuration
{
"name": "flashalpha",
"transport": "streamable-http",
"url": "https://lab.flashalpha.com/mcp"
}
MCP Inspector
Run the official MCP Inspector locally and enter the indexed Streamable HTTP endpoint.
TRUST AND VERIFICATION EVIDENCE
Trust Data Available
BuiltWith Trust API v2 evidence for flashalpha.com was fetched 2026-08-28T11:34:07.507Z and is being refreshed.
flashalpha.com is assessed as Trusted: Domain has an established technology history spanning over a year.
Evidence is source-attributed and does not guarantee that a third-party server is safe. Risk labels are conservative metadata heuristics.