# options-analytics

Real-time options analytics MCP server. 23 tools covering gamma/delta/vanna/charm exposure (GEX/DEX/VEX/CHEX), dealer positioning, 0DTE analytics, volatility surfaces, SVI parametrization, arbitrage …

## Quick Start

```bash
# Connect this server (installs CLI if needed)
npx -y @smithery/cli@latest mcp add FlashAlpha/options-analytics

# Browse available tools
npx -y @smithery/cli@latest tool list FlashAlpha/options-analytics

# Get full schema for a tool
npx -y @smithery/cli@latest tool get FlashAlpha/options-analytics get_stock_summary

# Call a tool
npx -y @smithery/cli@latest tool call FlashAlpha/options-analytics get_stock_summary '{}'
```

## Direct MCP Connection

Endpoint: `https://options-analytics--flashalpha.run.tools`

## Tools (23)

- `get_stock_summary` — Get comprehensive stock summary: price, ATM IV, historical vol, VRP, skew, term structure, options flow, exposure data,…
- `get_gex` — Get gamma exposure (GEX) by strike. Shows dealer gamma positioning, gamma flip, call/put walls. Reveals where dealer he…
- `get_dex` — Get delta exposure (DEX) by strike. Shows net dealer delta and directional bias from options hedging.
- `get_option_chain` — Get option chain metadata: available expirations and strikes for a ticker.
- `solve_iv` — Solve for implied volatility from option market price. Reverse-engineers BSM to find what vol is priced in.
- `get_chex` — Get charm exposure (CHEX) by strike. Shows how dealer delta hedging changes as time passes — reveals time-decay-driven …
- `get_option_quote` — Get live option quote with bid, ask, mid, IV, greeks, open interest, and volume. Filter by expiry, strike, and type.
- `get_tickers` — List all available stock/ETF tickers with live options data.
- `get_vrp_history` — Get historical VRP time series: daily ATM IV, realized vol (5/10/20/30d), VRP, straddle price, and expected move for ch…
- `calculate_greeks` — Calculate Black-Scholes option greeks (delta, gamma, theta, vega, rho, vanna, charm, speed, zomma, color). Pure math — …
- `get_narrative` — Get verbal GEX narrative analysis. Describes gamma regime, key levels, dealer positioning, and price action implication…
- `get_zero_dte` — Get zero-days-to-expiration (0DTE) analytics: intraday gamma, time decay acceleration, pin risk, dealer hedging pressur…
- `get_historical_stock_quote` — Get historical stock quote from a specific date and time. Data from ClickHouse tick archive.
- `calculate_kelly` — Compute Kelly criterion optimal position sizing for an option trade. Uses BSM expected value vs premium to find edge-ma…
- `get_levels` — Get key options levels: gamma flip point, call wall, put wall, max pain, highest OI strike. These act as support/resist…
- `get_account` — Get your account info: plan, daily quota limit, usage today, remaining calls.
- `get_exposure_summary` — Get full exposure summary: net GEX/DEX/VEX/CHEX, gamma regime (positive/negative), key levels, hedging estimates, zero-…
- `get_vex` — Get vanna exposure (VEX) by strike. Shows how dealer hedging changes with volatility moves.
- `get_volatility` — Get comprehensive volatility analysis: ATM IV, realized vol (5/10/20/30d), VRP, 25-delta skew, IV term structure, GEX b…
- `get_advanced_volatility` — Get advanced volatility analytics: SVI parameters, forward prices, total variance surface, arbitrage detection, greeks …
- `get_historical_option_quote` — Get historical option quote from a specific date. Filter by expiry, strike, and type. Data from ClickHouse tick archive.
- `get_vrp` — Get volatility risk premium (VRP) dashboard: live IV vs realized vol, VRP percentiles, term structure, regime classific…
- `get_stock_quote` — Get real-time stock quote (bid, ask, mid, last price) for a ticker symbol.

```bash
# Get full input/output schema for a tool
npx -y @smithery/cli@latest tool get FlashAlpha/options-analytics <tool-name>
```
