FlashAlpha-lab/flashalpha-mcp

tools

• calculate_greeks

  Black-Scholes greeks (Δ, Γ, Θ, ν, ρ, vanna, charm, speed, zomma, color)

• calculate_kelly

  Kelly criterion optimal sizing for an option trade

• get_account

  Plan, daily quota, usage today, remaining calls

• get_advanced_volatility

  SVI parameters, forward prices, variance surface, arbitrage flags, vanna/charm/volga surfaces, variance-swap fair values (Alpha)

• get_chex

  Charm exposure (CHEX) by strike — time-decay-driven flows

• get_dex

  Delta exposure (DEX) by strike — net dealer delta

• get_exposure_summary

  Net GEX/DEX/VEX/CHEX, regime, hedging estimates, top strikes, 0DTE breakdown

• get_gex

  Gamma exposure (GEX) by strike — call/put walls, gamma flip

• get_historical_advanced_volatility

  get_advanced_volatility

• get_historical_chex

  get_chex

• get_historical_coverage

  List symbols backfilled with coverage windows and gaps — call first to check whether (symbol, date range) is queryable

• get_historical_dex

  get_dex

• get_historical_exposure_summary

  get_exposure_summary

• get_historical_gex

  get_gex

• get_historical_levels

  get_levels

• get_historical_max_pain

  get_max_pain

• get_historical_narrative

  get_narrative

• get_historical_option_quote

  get_option_quote

• get_historical_stock_quote

  get_stock_quote

• get_historical_stock_summary

  get_stock_summary

• get_historical_surface

  get_surface

• get_historical_vex

  get_vex

• get_historical_volatility

  get_volatility

• get_historical_vrp

  get_vrp

• get_historical_zero_dte

  get_zero_dte

• get_levels

  Gamma flip, call/put walls, max pain, highest OI strike, 0DTE magnet

• get_max_pain

  Max pain strike, pain curve, put/call OI ratio, dealer alignment, pin probability

• get_narrative

  Verbal analysis: regime, levels, dealer positioning, implications

• get_option_chain

  Available expirations + strikes metadata

• get_option_quote

  Live option quote: bid, ask, mid, IV, greeks, OI, volume

• get_stock_quote

  Real-time stock quote (bid, ask, mid, last)

• get_stock_summary

  One-call combined summary: price, IV, VRP, skew, term, exposure, macro context

• get_surface

  Live 50×50 implied-volatility surface grid over (tenor, log-moneyness)

• get_tickers

  List/search available tickers

• get_vex

  Vanna exposure (VEX) by strike — dealer hedging response to vol moves

• get_volatility

  ATM IV, realized vol (5/10/20/30d), VRP, 25-δ skew, term structure, GEX-by-DTE

• get_vrp

  Volatility risk premium dashboard: IV vs RV, percentiles, regime, strategy scores

• get_vrp_history

  Historical VRP time series for charting + backtesting

• get_zero_dte

  0DTE analytics: intraday gamma, time-decay acceleration, pin risk, hedging pressure

• solve_iv

  Solve implied volatility from market price (BSM inversion)