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.

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:

• 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.

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:

Data provenance: `data_as_of`

Every tool result carries the API's response envelope: `data_as_of`, reporting when each

upstream feed last delivered to the node that answered, and `endpoint_version` identifying

the deployment that produced it.

This matters more for an MCP client than for a normal SDK caller: a model reading a tool

result has no other way to tell a current figure from a stale one, and will otherwise

present both with equal confidence.

How to read it

• Check the feeds the tool depends on. A GEX call on an equity is answered from

`equity_feed`, `equity_options_feed` and `oi_feed`. `futures_feed` being `null` in that

result says nothing about the answer.

• Compare against the cadence, not the clock. `oi_feed` at the previous session's

close is correct: settled open interest is published once per session, so on a Monday

the newest figure that exists is Friday's. An options feed an hour behind during the

regular session is not correct.

• `null` means "not seen on this node", not "broken". A node that has never been

asked for a futures symbol has never opened that feed.

• Spot and options are separate on purpose. They arrive over different pipes and can

fail independently, so an index chain can be current while the index level behind it is

not.

• It evidences feed activity, not per-contract freshness. An illiquid strike may not

have quoted for hours while its feed is healthy.

• `data_as_of` is not `as_of`. `as_of` is response-generation time or the newest

contract in the payload, depending on the endpoint. `data_as_of` describes the feeds

behind it.

Historical replay tools carry a second object, `archive_as_of`, in the same shape: the

vintage of the archive rows actually replayed for the timestamp requested. Their

every feed in `data_as_of` is `null`, because a replay node reads the archive and consumes no live

feed.

Full reference: and the

methodology whitepaper at .

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)

Exposure Analytics (13)

Volatility & Pricing (19)

Order Flow — Options & Stocks (real-time, simulation-aware)

0DTE Intraday Flow

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`).

Earnings Analytics

Structures (multi-leg, pure-math)

Screener

Futures (CME)

FlashAlpha serves the full options-analytics stack for CME futures across six complexes - equity index (`ES=F`, `NQ=F`, `RTY=F`, `YM=F`, `MES=F`, `MNQ=F`), metals (`GC=F` gold, `SI=F` silver), energy (`CL=F` crude oil, `NG=F` natural gas), the Treasury curve (`ZT=F`, `ZF=F`, `ZN=F`, `TN=F`, `ZB=F`, `UB=F`), grains (`ZC=F` corn, `ZS=F` soybeans, `ZW=F` wheat) and crypto (`BTC=F` bitcoin). Options-on-futures are priced with Black-76 (forward-priced) and each root carries its own CME contract multiplier, so notionals and dollar gamma are in real dollars. Note the quote conventions: Treasuries are quoted in points of par and grains in cents, so their multipliers are the contract size divided by 100. 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/GC%3DF`); SDK methods take the plain string `"GC=F"`. Futures symbols require the Growth plan or higher. 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 2017-01-03. Response shapes are identical to the live counterparts — backtesting code that parses live responses works on historical with a tool-name swap.

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:

MCP Prompts (4)

Canonical workflow templates that surface in Claude Desktop / Cursor / Windsurf UI as one-click recipes:

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."*

11. *"Run the flow-anomaly strategy signal on TSLA and show me the best defined-risk structure."*

12. *"What's the expected move for NVDA into Friday expiry, and what's IV crush looked like the last 8 earnings?"*

13. *"Show this week's earnings calendar with expected moves, then screen for the best IV-crush short-premium setups."*

14. *"Price the P&L curve and aggregate greeks for an SPY iron condor: short 580/590 call spread, short 560/550 put spread."*

15. *"Give me the SPX dealer exposure sheet and term structure, plus the day-over-day OI diff."*

16. *"What's the dispersion / index-vs-component vol-arb read on SPX against its top components?"*

17. *"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.

What unlocks at each tier

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

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

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 2017, 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**