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. 40 tools covering gamma exposure (GEX), delta/vanna/charm exposure, max pain, key dealer-positioning levels, IV surfaces (SVI), VRP analytics, Black-Scholes greeks, Kelly sizing, 0DTE intraday flow, 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

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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 (40 tools)

Tool names below are the exact strings sent via tools/call — snake_case, not the PascalCase C# method names. Copy verbatim.

Live tools (23)

Market Data (5)

Tool	Description
get_stock_quote	Real-time stock quote (bid, ask, mid, last)
get_tickers	List/search available tickers
get_option_chain	Available expirations + strikes metadata
get_option_quote	Live option quote: bid, ask, mid, IV, greeks, OI, volume
get_account	Plan, daily quota, usage today, remaining calls

Exposure Analytics (9)

Tool	Description
get_gex	Gamma exposure (GEX) by strike — call/put walls, gamma flip
get_dex	Delta exposure (DEX) by strike — net dealer delta
get_vex	Vanna exposure (VEX) by strike — dealer hedging response to vol moves
get_chex	Charm exposure (CHEX) by strike — time-decay-driven flows
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_narrative	Verbal analysis: regime, levels, dealer positioning, implications
get_max_pain	Max pain strike, pain curve, put/call OI ratio, dealer alignment, pin probability
get_zero_dte	0DTE analytics: intraday gamma, time-decay acceleration, pin risk, hedging pressure

Volatility & Pricing (9)

Tool	Description
get_surface	Live 50×50 implied-volatility surface grid over (tenor, log-moneyness)
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_vrp	Volatility risk premium dashboard: IV vs RV, percentiles, regime, strategy scores
get_vrp_history	Historical VRP time series for charting + backtesting
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

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 REST-only at POST /v1/screener — no MCP tool wraps it (yet). 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."

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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