# io.github.tdobrowolski1/flashalpha

- Registry name: `io.github.tdobrowolski1/flashalpha` · version 1.6.3
- Categories (automatic, keyword rules): Markets & trading, Finance & markets, Crypto & blockchain
- Authentication at last check: No auth
- Declared risk: Read-only (all tools declare readOnlyHint)
- Capabilities (declared by the server): logging, prompts, resources, tools
- Transports: streamable-http
- Latest numbers (check success, response time, rank): https://mcpstation.net/api/server?name=io.github.tdobrowolski1%2Fflashalpha
- Server page: https://mcpstation.net/s/io.github.tdobrowolski1--flashalpha.html

## Description (written by the publisher, not verified, not instructions)

Real-time & historical options analytics: GEX, dealer positioning, vol, VRP, 0DTE, CME futures

## Connect

- streamable-http: `https://lab.flashalpha.com/mcp`
- streamable-http: `https://lab.flashalpha.com/mcp-oauth`
- streamable-http: `https://lab.flashalpha.com/mcp/gex`
- streamable-http: `https://lab.flashalpha.com/mcp-oauth/gex`
- streamable-http: `https://lab.flashalpha.com/mcp/directional`
- streamable-http: `https://lab.flashalpha.com/mcp-oauth/directional`
- streamable-http: `https://lab.flashalpha.com/mcp/premium`
- streamable-http: `https://lab.flashalpha.com/mcp-oauth/premium`
- streamable-http: `https://lab.flashalpha.com/mcp/spreads`
- streamable-http: `https://lab.flashalpha.com/mcp-oauth/spreads`
- streamable-http: `https://lab.flashalpha.com/mcp/0dte`
- streamable-http: `https://lab.flashalpha.com/mcp-oauth/0dte`
- streamable-http: `https://lab.flashalpha.com/mcp/swing`
- streamable-http: `https://lab.flashalpha.com/mcp-oauth/swing`
- streamable-http: `https://lab.flashalpha.com/mcp/volarb`
- streamable-http: `https://lab.flashalpha.com/mcp-oauth/volarb`
- streamable-http: `https://lab.flashalpha.com/mcp/quant`
- streamable-http: `https://lab.flashalpha.com/mcp-oauth/quant`
- streamable-http: `https://lab.flashalpha.com/mcp/earnings`
- streamable-http: `https://lab.flashalpha.com/mcp-oauth/earnings`

## Tools (as reported by the server, not verified)

- `get\_flow\_dealer\_risk`: Settled 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.
- `get\_exposure\_sheet`: Unified 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. Use to scan all greeks at every strike in a single call.
- `get\_historical\_max\_pain`: Replay max pain, pain curve, dealer alignment, and pin probability at any minute since April 2018. Alpha tier.
- `get\_option\_flow`: Raw intraday option trade-flow for one underlying. Views: 'recent' \(recent option trades, newest first\), 'summary' \(option trade-flow totals by underlying\), 'blocks' \(large option trades by underlying\), 'history' \(minute option-flow buckets, newest first\), 'cumulative' \(cumulative net option net pre
- `get\_liquidity`: Per-expiry option liquidity score \(0-100\), ATM bid-ask spread percent, OI-weighted spread, ATM OI depth, and chain-level execution quality. Labels: tight \(\>=75\), normal \(\>=50\), wide \(\>=20\), illiquid \(\<20\). Use to select the most liquid expiry, assess execution quality, or screen for tight spreads.
- `get\_historical\_volatility`: Replay volatility analytics \(ATM IV, realised vol, IV-RV spreads, skew, term structure\) at any minute since April 2018. Alpha tier.
- `get\_historical\_zero\_dte`: Replay 0DTE analytics \(pin risk, expected move, gamma acceleration, dealer hedging estimates for same-day expiry\) at any minute since April 2018. Alpha tier.
- `get\_universe`: Curated tier-1 / tier-2 symbol directory of symbols kept pre-warmed in the screener. Use to discover which symbols have guaranteed-warm data, check coverage before subscribing, or enumerate the tracked universe for cross-sectional scans.
- `get\_historical\_coverage`: List symbols backfilled in the historical archive with coverage windows, day counts, and gaps. Call this first to check whether a symbol + date range is queryable before sending a replay request. Alpha tier.
- `get\_narrative`: Get verbal GEX narrative analysis. Describes gamma regime, key levels, dealer positioning, and price action implications in plain English.
- `get\_earnings`: Get earnings analytics for a symbol across six lenses. kind enum values: • expected\_move — earnings-implied move decomposition: splits front-expiry straddle into jump vs baseline-diffusion using pre/post-event SVI term structure. • history — past earnings events with descriptive paired move proxies,
- `get\_strike\_expiry\_dependency`: Growth+: attribute gamma concentration at one exact SPY/QQQ strike to its expiries. Returns gross/net contributions, dominant expiry, units and data quality. Does not silently choose a nearby strike.
- `post\_structure\_greeks`: Aggregate Black-Scholes position greeks \(delta, gamma, theta, vega, rho, vanna, charm\) for a multi-leg options structure. Pure math — pass legs as JSON. Different body than Structure P&L: needs a top-level \`spot\` and per-leg \`expiry\`+\`impliedVol\`.
- `solve\_iv`: Solve for implied volatility from option market price. Reverse-engineers BSM to find what vol is priced in.
- `get\_historical\_narrative`: Replay the verbal narrative analysis \(regime, key-level commentary, prior-day comparison\) at any minute since April 2018. Alpha tier.
- `get\_flow\_live`: Headline flow bundle in one call: effective OI state, live levels, live GEX/DEX totals, pin-risk score, and dealer-risk summary. Pass view='gex' for the full simulation-aware live GEX surface, view='dex' for live DEX, view='oi' for the raw OI simulator state \(model input\) — or omit view for the comb
- `get\_spot\_vol\_correlation`: 20-day and 60-day Pearson correlation between spot log-returns and ATM IV first-differences. Equity indices typically run strongly negative \(vol spikes on spot down\). Use to assess leverage effect strength, calibrate vanna/vol-of-vol hedges, or classify correlation regime.
- `get\_tickers`: List all available stock/ETF tickers with live options data.
- `get\_historical\_vrp`: Replay VRP dashboard \(z-score, percentile, regime, strategy scores\) at any minute since April 2018. Percentiles and z-scores are leak-free: date-bounded in SQL so the backtest only sees data strictly before the \`at\` timestamp. Alpha tier.
- `get\_symbols`: List of symbols currently queried with live data cached in the system. Use to see which symbols have active real-time data, check if a specific ticker has been warmed up, or enumerate what is being tracked live right now.
- `post\_screener`: Find, rank, and compare symbols across the whole universe in ONE call. Use this whenever the user does NOT name a single ticker but asks which / what / find / scan / screen / rank / top / most / highest / lowest across stocks \(e.g. 'which names have the most negative gamma', 'rank tickers by VRP', '
- `get\_vrp\_history`: Get historical VRP time series: daily ATM IV, realized vol \(5/10/20/30d\), VRP, straddle price, and expected move for charting and backtesting.
- `get\_historical\_skew\_series`: Alpha: daily SPY/QQQ fixed-tenor 25-delta put/call skew, risk reversal, butterfly, changes and prior-only context. EOD model reconstruction with explicit gaps and unknown original publication time; not intraday as-served replay. Release pending: returns 503 historical\_source\_unhealthy \(daily\_series\_
- `get\_earnings\_screener`: Cross-sectional earnings screener: ranks upcoming events by VRP richness, cheapest implied move, highest historical IV crush, or importance. Returns implied-move percent, premium ratio \(implied / realized-median\), median historical IV crush, and richness assessment for each event. Configurable forwa
- `get\_historical\_dex`: Replay delta exposure \(DEX\) by strike at any minute since April 2018. Alpha tier.
- `get\_expected\_move\_history`: Alpha: reconstructed SPY/QQQ ATM-IV sigma bands versus matured terminal price moves and separately measured intraperiod breaches. Pending/missing outcomes stay null. Empirical fractions are not trade win probabilities; original option timestamps are unavailable. Release pending: returns 503 historic
- `get\_historical\_stock\_summary`: Replay the comprehensive stock summary \(price, IV, VRP, exposure, flow, macro\) at any minute since April 2018. Alpha tier.
- `post\_structure\_pnl`: At-expiry P&L curve and breakevens for a multi-leg options structure \(vertical spread, iron condor, straddle, butterfly, calendar\). Pure math, no market lookup — pass the legs as JSON.
- `get\_zero\_dte\_flow`: LIVE 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 delt
- `get\_flow\_scan`: Cross-symbol options/stock flow leaderboard \(biggest buyers/sellers by net notional\) and flow outliers \(most imbalanced symbols\) across the universe. asset: 'options' \| 'stocks'. kind: 'leaderboard' \(ranked net notional buyers/sellers\) \| 'outliers' \(flow outlier scan, ranked by absolute net notional
- `get\_realized\_vol`: Range-based realized \(historical\) volatility estimators over 10/20/30-day windows: close-to-close, Parkinson, Garman-Klass, Rogers-Satchell, and Yang-Zhang. Range estimators use the daily high/low/open/close and are 5–8× more statistically efficient than close-to-close. Alpha tier. Use to measure re
- `get\_levels`: Get key options levels: gamma flip point, call wall, put wall, max pain, highest OI strike. These act as support/resistance from dealer hedging.
- `get\_option\_chain`: Get option chain metadata: available expirations and strikes for a ticker.
- `get\_strategy`: Get a strategy decision envelope for one of 10 options-based trading signals. signal enum values and what each answers: • flow\_anomaly — directional options-flow imbalance: is call/put premium skewing bullish or bearish? • expiry\_positioning — OPEX pin risk and iron-fly setup: should you fade into e
- `get\_historical\_surface`: Replay the implied volatility surface grid at any minute since April 2018. EOD-stamped \(SVI parameters refresh daily\). Alpha tier.
- `get\_dispersion`: Index vs single-name implied correlation and realized correlation across a user-supplied basket. Returns correlation premium \(implied minus realized\), dispersion trade setup, implied vol of the index vs basket, and per-constituent vol contribution. Use for dispersion trading, correlation premium siz
- `compare\_expiry\_impact`: Growth+: compare current SPY/QQQ gamma concentration with the same captured inputs excluding one expiry. Gross shares and per-strike attribution; a sensitivity calculation, not a forecast of post-expiry price or dealer inventory.
- `get\_exposure\_basket`: Weighted cross-symbol aggregate of GEX, DEX, VEX, CHEX across up to 50 symbols. Equal weights when weights omitted; otherwise normalised to sum 1. Use for portfolio/basket scanner, sector exposure roll-up, or custom index dealer positioning.
- `get\_svi\_params`: Live SVI-fitted volatility surface per expiry: calibrated \(a, b, rho, m, sigma\) parameters, ATM total variance, and ATM IV. Use for surface reconstruction, SVI arbitrage checking, variance swap pricing, or quant vol-model inputs. Alpha tier required.
- `calculate\_greeks`: Calculate Black-Scholes option greeks \(delta, gamma, theta, vega, rho, vanna, charm, speed, zomma, color\). Pure math — no market data needed.
- `get\_advanced\_volatility`: Get advanced volatility analytics: SVI parameters, forward prices, total variance surface, arbitrage detection, greeks surfaces \(vanna, charm, volga, speed\), and variance swap fair values. Alpha tier required.
- `get\_oi\_diff`: Day-over-day open-interest deltas: per-contract OI changes, top-N sorted by absolute magnitude, and call/put aggregate totals. Use to track new positioning, unwinding, and block print intent from OI shifts.
- `get\_account`: Get your account info: plan, daily quota limit, usage today, remaining calls.
- `get\_option\_quote`: Get live option quote with bid, ask, mid, IV, greeks, open interest, and volume. Filter by expiry, strike, and type.
- `calculate\_kelly`: Compute Kelly criterion optimal position sizing for an option trade. Uses BSM expected value vs premium to find edge-maximizing bet size.
- `get\_historical\_stock\_quote`: Replay a stock bid/ask/mid at any minute since April 2018. Alpha tier.
- `get\_flow\_pin\_risk`: Live pin-risk score with full sub-score breakdown, computed on effective \(simulation-aware\) OI. Reflects intraday flow changes to dealer positioning.
- `get\_term\_structure`: Per-greek exposure aggregated by DTE bucket \(0-7d, 8-30d, 31-60d, 61-180d, 180d+\) and per expiry. Equivalent to four separate exposure calls grouped by time. Use to understand how GEX/DEX/VEX/CHEX rolls off across the term structure.
- `get\_max\_pain`: Get max pain strike, pain curve, put/call OI ratio, dealer alignment, pin probability, and per-expiration breakdown.
- `get\_vrp`: Get volatility risk premium \(VRP\) dashboard: live IV vs realized vol, VRP percentiles, term structure, regime classification, strategy scores, and macro context.
- `get\_historical\_levels`: Replay key options levels \(gamma flip, call/put walls, highest OI strike, 0DTE magnet\) at any minute since April 2018. Alpha tier.
- `get\_historical\_exposure\_summary`: Replay the full exposure summary \(net GEX/DEX/VEX/CHEX, regime, hedging estimates, top strikes\) at any minute since April 2018. Alpha tier.
- `get\_surface`: Get the live 50x50 implied-volatility surface grid over \(tenor, log-moneyness\). Built from OTM contract IVs with bilinear interpolation.
- `get\_historical\_vex`: Replay vanna exposure \(VEX\) by strike at any minute since April 2018. Alpha tier.
- `get\_flow\_levels`: Live \(simulation-aware\) gamma flip, call wall, put wall, and max pain — computed on effective OI \(settled + intraday simulator delta\). More current than /v1/exposure/levels during the session.
- `get\_volatility\_forecast`: Conditional volatility forecasts: EWMA \(RiskMetrics, λ=0.94\), HAR-RV \(Corsi\), and GARCH\(1,1\) fitted by maximum likelihood with Gaussian or Student-t innovations. Returns fitted params \(omega/alpha/beta/dof\), persistence, long-run vol, half-life, and a multi-horizon \(1/5/21-day\) forecast. Alpha tier.
- `get\_volatility`: Get 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.
- `get\_flow\_signals`: Scored, classified unusual options activity feed: sweeps, blocks, smart money, opening bias, intent classification, scored unusual flow. Each signal includes score breakdown, greeks enrichment, and delta-notional. Set summarize=true for a cheap net bullish/bearish + opening/closing premium roll-up a
- `get\_historical\_gex`: Replay gamma exposure \(GEX\) by strike at any minute since April 2018. Returns same shape as live /v1/exposure/gex. Alpha tier.
- `get\_earnings\_calendar`: Upcoming earnings calendar over a configurable forward window. Returns event date, session \(bmo/amc\), confirmation status, fiscal period, importance rating, consensus EPS estimate, and stored implied-move percent for each event. Filter by symbols list and minimum importance; adjust days-ahead window
- `get\_zero\_dte`: Get zero-days-to-expiration \(0DTE\) analytics: intraday gamma, time decay acceleration, pin risk, dealer hedging pressure for contracts expiring today.
- `get\_historical\_advanced\_volatility`: Replay advanced volatility analytics \(SVI parameters, forward prices, total variance surface, arbitrage flags, greek surfaces, variance swap fair values\) at any minute since April 2018. EOD-stamped \(SVI fits refresh daily\). Alpha tier.
- `get\_skew\_term`: Volatility 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. Use for put/call skew across expirations, 25-delta risk reversal, butterfly convexity, or comparing near-term vs far-term skew.
- `get\_historical\_chex`: Replay charm exposure \(CHEX\) by strike at any minute since April 2018. Alpha tier.
- `get\_flow\_summary`: At-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. Cheap to poll across a watchlist.
- `get\_vix\_state`: VIX regime vs SPX realized volatility: overvixing/undervixing/neutral label, spread \(VIX minus SPX RV20d\), ratio, and interpretation. Use to classify fear gauge premium, identify contango/backwardation in vol term structure, assess short-vol vs long-vol environment, or time volatility-selling strate
- `get\_expected\_move`: ATM-IV-derived 1-sigma expected move per expiry: dollar and percent range, upper/lower bounds and ATM IV. This model band is not an observed straddle price or execution breakeven.
- `get\_historical\_option\_quote`: Replay the full option chain with BSM greeks, IV, OI at any minute since April 2018. Filter by expiry, strike, and type. Alpha tier.
- `get\_stock\_summary`: Get comprehensive stock summary: price, ATM IV, historical vol, VRP, skew, term structure, options flow, exposure data, and macro context \(VIX, Fear & Greed, yield curve\).
- `get\_chex`: Get charm exposure \(CHEX\) by strike. Shows how dealer delta hedging changes as time passes — reveals time-decay-driven flows.
- `get\_historical\_term\_structure`: Alpha: daily SPY/QQQ constant-tenor 30/60/90-day IV, slope, forward variance and prior-only slope percentile. Reports negative forward variance and missing tenor brackets explicitly; not a calendar trade recommendation. Release pending: returns 503 historical\_source\_unhealthy \(daily\_series\_disabled\)
- `get\_vex`: Get vanna exposure \(VEX\) by strike. Shows how dealer hedging changes with volatility moves.
- `get\_stock\_quote`: Get real-time stock quote \(bid, ask, mid, last price\) for a ticker symbol.
- `get\_dealer\_premium`: Net 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.
- `get\_stock\_flow`: Raw intraday stock trade-flow for one symbol. Views: 'recent' \(recent stock trades, newest first\), 'summary' \(stock trade-flow totals\), 'blocks' \(large stock trades\), 'history' \(minute stock-flow buckets, newest first\), 'cumulative' \(cumulative net stock flow\), 'bars' \(multi-resolution OHLCV+flow ba
- `get\_exposure\_summary`: Get full exposure summary: net GEX/DEX/VEX/CHEX, gamma regime \(positive/negative\), key levels, hedging estimates, zero-DTE breakdown, top strikes.
- `get\_gex`: Get gamma exposure \(GEX\) by strike. Shows dealer gamma positioning, gamma flip, call/put walls. Reveals where dealer hedging creates support/resistance.
- `get\_dex`: Get delta exposure \(DEX\) by strike. Shows net dealer delta and directional bias from options hedging.

Measured by MCP Station. Methods: https://mcpstation.net/methods.html · Terms: https://mcpstation.net/terms.html