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

• dealer_regime

  Gamma regime read (long/short gamma) → directional bias (expiry)

• expiry_positioning

  Dealer expiry positioning → iron-condor / butterfly candidates (expiry, minOpenInterest, wingWidth)

• flow_anomaly

  Directional options-flow imbalance → matching short vertical spread (expiry)

• 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 (expiration)

• get_dealer_premium

  Dealer-side options premium attribution (sold/bought) over a window (windowMinutes, expiry)

• get_dex

  Delta exposure (DEX) by strike — net dealer delta (expiration)

• get_dispersion

  Index-vs-component dispersion / correlation vol-arbitrage (index, symbols required, weights, horizon_days) (Alpha)

• get_earnings

  Per-symbol earnings analytics: expected move, history, IV crush, VRP, dealer positioning, and strategies (parameterized)

• get_expected_move

  Straddle-implied expected move (1σ) by expiry — bands, % move, breakevens (expiry)

• get_exposure_basket

  Aggregate dealer exposure across a multi-symbol basket (symbols required, optional weights)

• get_exposure_sheet

  Per-strike greeks exposure sheet (GEX/DEX/VEX/CHEX side by side) with expiration, min_oi filters

• get_exposure_summary

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

• get_flow_dealer_risk

  Live dealer gamma/delta risk from intraday flow (expiry)

• get_flow_levels

  Flow-derived support/resistance and dealer hedging levels (expiry)

• get_flow_live

  Headline live flow bundle in one call: effective OI state, live levels, live GEX/DEX totals, pin-risk score, dealer-risk summary. view='gex' returns the full simulation-aware live GEX surface, view='d

• get_flow_pin_risk

  Real-time pin-risk estimate from live flow + positioning (expiry)

• get_flow_scan

  Cross-symbol flow leaderboards & outliers (n, limit, minTrades, windowMinutes)

• get_flow_signals

  Scored actionable flow signals — intent, structure, conviction (minScore, intent, structure, windowMinutes, limit, expiry)

• get_flow_summary

  Net signed options premium, call/put flow, sweep vs block breakdown (expiry)

• get_gex

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

• get_levels

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

• get_liquidity

  Options-chain liquidity score: spreads, depth, volume/OI quality

• get_max_pain

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

• get_narrative

  Verbal analysis: regime, levels, dealer positioning, implications

• get_oi_diff

  Day-over-day open-interest change by strike — top OI builders/unwinds (topN)

• get_option_chain

  Available expirations + strikes metadata

• get_option_flow

  Raw recent option prints, blocks, sweeps, cumulative & history (minSize, minutes, limit, expiry)

• get_option_quote

  Live option quote: bid, ask, mid, IV, greeks, OI, volume (expiry, strike, type)

• get_realized_vol

  Realized-vol estimators (close-to-close, Parkinson, Garman-Klass, Rogers-Satchell, Yang-Zhang) at 10/20/30-day windows (Alpha)

• get_skew_term

  Volatility skew across strikes and term structure across expiries in one call

• get_spot_vol_correlation

  Realized spot-vol correlation / leverage effect for the underlying

• get_stock_flow

  Raw recent stock prints, blocks, bars, cumulative & history (resolution, minSize, minutes, limit)

• 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_svi_params

  SVI (stochastic-volatility-inspired) calibrated surface parameters per tenor (Alpha)

• get_symbols

  Full list of supported underlying symbols

• get_term_structure

  Exposure term structure — net GEX/DEX/VEX/CHEX bucketed by expiry/DTE

• get_tickers

  List/search available tickers

• get_universe

  Tradeable universe ranked by liquidity/coverage (sort, limit)

• get_vex

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

• get_vix_state

  VIX macro state: level, term structure, percentile, contango/backwardation regime

• get_volatility

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

• get_volatility_forecast

  Volatility forecasts: EWMA, HAR-RV, GARCH with multi-horizon term structure (dist = student_t default, gaussian) (Alpha)

• get_vrp

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

• get_vrp_history

  Historical VRP time series for charting + backtesting (days)

• get_zero_dte

  0DTE analytics: intraday gamma, time-decay acceleration, pin risk, hedging pressure (expiry, strike_range)

• get_zero_dte_flow

  0DTE flow snapshot: live exposure + net flow direction by strike, plus intraday series, hedge flow, heatmap, and strike-flow views (bar, minutes, side, metric, mode)

• skew

  Skew steepness/richness → risk-reversal / ratio ideas (expiry)

• solve_iv

  Solve implied volatility from market price (BSM inversion)

• surface_anomaly

  IV-surface mispricing / arbitrage candidates (expiry)

• tail_pricing

  Tail-risk richness → cheap-convexity / hedge candidates (expiry)

• term_structure

  Calendar / diagonal opportunities from term-structure shape

• vol_carry

  Vol carry / theta harvest → short-premium structures (targetShortDelta, maxWidth, minCredit, ...)

• yield_enhancement

  Covered-call / cash-secured-put yield (targetDelta, structure, excludeEarningsBeforeExpiry, ...)

• zero_dte

  0DTE intraday setup → defined-risk spreads (expiry, minOpenInterest, wingWidth)