Flashalpha Mcp

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/ takes the apiKey parameter, /mcp-oauth/ 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 | | `

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Source & license

This open-source MCP server is cataloged on AgentStack and links to its original source — we do not rehost the code.

• Author: FlashAlpha-lab
• Source: FlashAlpha-lab/flashalpha-mcp
• License: MIT

Install and usage instructions live in the source repository linked above.