# 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 mcp add FlashAlpha/options-analytics

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

# Get full schema for a tool
npx -y smithery tool get FlashAlpha/options-analytics get_historical_max_pain

# Call a tool
npx -y smithery tool call FlashAlpha/options-analytics get_historical_max_pain '{}'
```

## Direct MCP Connection

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

## Tools (38)

- `get_historical_max_pain` — Replay max pain, pain curve, dealer alignment, and pin probability at any minute since April 2018. Alpha tier.
- `get_historical_volatility` — Replay volatility analytics (ATM IV, realised vol, IV-RV spreads, skew, term structure) at any minute since April 2018.…
- `get_historical_zero_dte` — Replay 0DTE analytics (pin risk, expected move, gamma acceleration, dealer hedging estimates for same-day expiry) at an…
- `get_historical_coverage` — List symbols backfilled in the historical archive with coverage windows, day counts, and gaps. Call this first to check…
- `get_narrative` — Get verbal GEX narrative analysis. Describes gamma regime, key levels, dealer positioning, and price action implication…
- `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 201…
- `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-s…
- `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…
- `get_historical_dex` — Replay delta exposure (DEX) by strike at any minute since April 2018. Alpha tier.
- `get_historical_stock_summary` — Replay the comprehensive stock summary (price, IV, VRP, exposure, flow, macro) at any minute since April 2018. Alpha ti…
- `get_levels` — Get key options levels: gamma flip point, call wall, put wall, max pain, highest OI strike. These act as support/resist…
- `get_option_chain` — Get option chain metadata: available expirations and strikes for a ticker.
- `get_historical_surface` — Replay the implied volatility surface grid at any minute since April 2018. EOD-stamped (SVI parameters refresh daily). …
- `calculate_greeks` — Calculate Black-Scholes option greeks (delta, gamma, theta, vega, rho, vanna, charm, speed, zomma, color). Pure math — …
- `get_advanced_volatility` — Get advanced volatility analytics: SVI parameters, forward prices, total variance surface, arbitrage detection, greeks …
- `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-ma…
- `get_historical_stock_quote` — Replay a stock bid/ask/mid at any minute since April 2018. Alpha tier.
- `get_vrp` — Get volatility risk premium (VRP) dashboard: live IV vs realized vol, VRP percentiles, term structure, regime classific…
- `get_historical_levels` — Replay key options levels (gamma flip, call/put walls, highest OI strike, 0DTE magnet) at any minute since April 2018. …
- `get_historical_exposure_summary` — Replay the full exposure summary (net GEX/DEX/VEX/CHEX, regime, hedging estimates, top strikes) at any minute since Apr…
- `get_historical_vex` — Replay vanna exposure (VEX) by strike at any minute since April 2018. Alpha tier.
- `get_volatility` — Get comprehensive volatility analysis: ATM IV, realized vol (5/10/20/30d), VRP, 25-delta skew, IV term structure, GEX b…
- `get_historical_gex` — Replay gamma exposure (GEX) by strike at any minute since April 2018. Returns same shape as live /v1/exposure/gex. Alph…
- `get_zero_dte` — Get zero-days-to-expiration (0DTE) analytics: intraday gamma, time decay acceleration, pin risk, dealer hedging pressur…
- `get_historical_advanced_volatility` — Replay advanced volatility analytics (SVI parameters, forward prices, total variance surface, arbitrage flags, greek su…
- `get_historical_chex` — Replay charm exposure (CHEX) by strike at any minute since April 2018. Alpha tier.
- `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…
- `get_stock_summary` — Get comprehensive stock summary: price, ATM IV, historical vol, VRP, skew, term structure, options flow, exposure data,…
- `get_chex` — Get charm exposure (CHEX) by strike. Shows how dealer delta hedging changes as time passes — reveals time-decay-driven …
- `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_exposure_summary` — Get full exposure summary: net GEX/DEX/VEX/CHEX, gamma regime (positive/negative), key levels, hedging estimates, zero-…
- `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.

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

## Resources

- `flashalpha://docs/screener` — Reference for the live options screener at /v1/screener — filter DSL, sorts, computed formulas, sample queries.
- `flashalpha://docs/api` — Full reference for the live FlashAlpha API at api.flashalpha.com — every endpoint (quotes, exposure, volatility, VRP, s…
- `flashalpha://docs/historical` — Full reference for historical.flashalpha.com — point-in-time replay of every analytics endpoint at minute resolution si…
- `flashalpha://docs/mcp` — Reference for the FlashAlpha MCP server — every tool, client setup snippets (Claude Desktop, Cursor, Windsurf), authent…
- `flashalpha://docs/screener-fields` — Every field exposed by /v1/screener with type, units, and description. Use when constructing screener filters or sort o…

## Prompts (4)

- `vrp_regime_check` (symbol) — Pull the VRP dashboard for a ticker and judge whether implied vol is rich vs realized, with strategy implications.
- `zero_dte_brief` (symbol) — Pre-session brief for 0DTE trading — pin risk, expected move, gamma acceleration, dealer hedging tilts.
- `historical_comparison` (symbol, reference_date) — Compare current dealer positioning to a past reference date — useful for 'is this like 2020-03-16?' style questions.
- `analyze_exposure` (symbol) — Walk through the full dealer-positioning picture for a ticker — gamma regime, key levels, hedging pressure, 0DTE contri…