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…
flashalpha-mcp is an MCP project maintained in the flashalpha-lab/flashalpha-mcp repository. The maintainer describes its purpose as “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…”. Read the project documentation for the complete scope.
The maintainer’s configuration uses https://lab.flashalpha.com/mcp. It declares streamable-http transport. Check the project’s account and authentication instructions when adding the endpoint to your client.
Project documentation · Repository · Discovery listing. This profile records the public documentation checked on 2026-10-08.
Check the linked publisher documentation and your connected client's tool list. Names and availability can vary with the server version and account permissions.
| Tool | What it does |
|---|---|
| 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 |
| 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) |
| 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 |
| 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… |
| 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) |
| 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, |
| 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) |
| 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) |
| 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) |
| 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 |
| 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 |
{
"mcpServers": {
"flashalpha": {
"type": "http",
"url": "https://lab.flashalpha.com/mcp"
}
}
}From the project documentation. Replace placeholders and example paths before connecting.
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