FlashAlpha MCP Server

June 16, 2026 · View on GitHub

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.

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.

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`

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)

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`

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$	\text{Live} 50 \times 50 \text{implied}-\text{volatility} \text{surface} \text{grid} \text{over} (\text{tenor}, \text{log}-\text{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.

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.

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

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

Example Prompts

Once connected, ask your AI assistant questions like:

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

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.

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

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