Python client for the FlashAlpha options analytics API. Access a live options screener (filter/rank symbols by gamma exposure, VRP, IV, greeks, harvest scores, and custom formulas), real-time gamma exposure (GEX), delta exposure (DEX), vanna exposure (VEX), charm exposure (CHEX), 0DTE analytics, Black-Scholes greeks, implied volatility, volatility surfaces, dealer positioning, Kelly criterion sizing, and more — all from Python.
pip install flashalphafrom flashalpha import FlashAlpha
fa = FlashAlpha("YOUR_API_KEY") # Get a free key at flashalpha.com
# Gamma exposure by strike
gex = fa.gex("SPY")
print(f"Net GEX: ${gex['net_gex']:,.0f}")
print(f"Gamma flip: {gex['gamma_flip']}")
for strike in gex["strikes"][:5]:
print(f" {strike['strike']}: net ${strike['net_gex']:,.0f}")Get your free API key at flashalpha.com — no credit card required.
Filter and rank symbols in real time across your universe by gamma exposure, VRP, implied volatility, greeks, harvest scores, dealer flow risk, and custom formulas. Data is live from an in-memory store refreshed every 5-10 seconds.
# Harvestable VRP setups with low dealer flow risk
result = fa.screener(
filters={
"op": "and",
"conditions": [
{"field": "regime", "operator": "eq", "value": "positive_gamma"},
{"field": "vrp_regime", "operator": "eq", "value": "harvestable"},
{"field": "dealer_flow_risk", "operator": "lte", "value": 40},
{"field": "harvest_score", "operator": "gte", "value": 65},
],
},
sort=[{"field": "harvest_score", "direction": "desc"}],
select=["symbol", "price", "harvest_score", "dealer_flow_risk"],
)
for row in result["data"]:
print(f"{row['symbol']}: score={row['harvest_score']} risk={row['dealer_flow_risk']}")
# Custom formula — rank by IV premium over realized vol
result = fa.screener(
formulas=[{"alias": "iv_premium", "expression": "atm_iv - rv_20d"}],
sort=[{"formula": "iv_premium", "direction": "desc"}],
select=["symbol", "atm_iv", "rv_20d", "iv_premium"],
limit=20,
)Cascading filters on expiries, strikes, and contracts (e.g. expiries.days_to_expiry,
strikes.call_oi, contracts.delta) trim the tree at each level and return only the
matching subtree. See the Screener spec
and cookbook for all fields,
operators, and recipes.
Gamma exposure, delta exposure, vanna exposure, and charm exposure by strike. See where dealers are positioned and how they need to hedge.
gex = fa.gex("SPY") # Gamma exposure
dex = fa.dex("AAPL") # Delta exposure
vex = fa.vex("QQQ") # Vanna exposure
chex = fa.chex("NVDA") # Charm exposure
levels = fa.exposure_levels("SPY") # Key levels
print(f"Call wall: {levels['levels']['call_wall']}")
print(f"Put wall: {levels['levels']['put_wall']}")
print(f"Gamma flip: {levels['levels']['gamma_flip']}")
summary = fa.exposure_summary("SPY") # Full summary (Growth+)
narrative = fa.narrative("SPY") # AI narrative (Growth+)
print(narrative["narrative"]["outlook"])Real-time zero-days-to-expiration analysis: gamma regime, expected move, pin risk scoring, dealer hedging estimates, theta decay acceleration, and per-strike breakdown.
dte = fa.zero_dte("SPY") # Growth+
print(f"Pin score: {dte['pin_risk']['pin_score']}/100")
print(f"Expected move: ±{dte['expected_move']['remaining_1sd_pct']:.2f}%")
print(f"Theta/hr: ${dte['decay']['theta_per_hour_remaining']:,.0f}")
print(f"Gamma acceleration: {dte['decay']['gamma_acceleration']}x vs 7DTE")Full BSM greeks — first order (delta, gamma, theta, vega, rho), second order (vanna, charm, vomma), and third order (speed, zomma, color, ultima).
g = fa.greeks(spot=580, strike=580, dte=30, sigma=0.18, type="call")
print(f"Delta: {g['first_order']['delta']}")
print(f"Vanna: {g['second_order']['vanna']}")
print(f"Speed: {g['third_order']['speed']}")
iv = fa.iv(spot=580, strike=580, dte=30, price=12.69)
print(f"IV: {iv['implied_volatility_pct']}%")Realized vol, IV-RV spreads, skew profiles, term structure, GEX by DTE, theta decay, put/call breakdowns, OI concentration, hedging scenarios, and liquidity analysis.
vol = fa.volatility("TSLA") # Growth+
print(f"ATM IV: {vol['atm_iv']}%")
print(f"RV 20d: {vol['realized_vol']['rv_20d']}%")
print(f"VRP: {vol['iv_rv_spreads']['assessment']}")
print(f"Skew 25d: {vol['skew_profiles'][0]['skew_25d']}")Raw SVI parameters per expiry, total variance surface grids, butterfly and calendar arbitrage flags, higher-order greeks surfaces (vanna, charm, volga, speed), and variance swap fair values.
adv = fa.adv_volatility("SPY") # Alpha+
print(f"SVI params: {adv['svi_parameters'][0]}")
print(f"Arbitrage flags: {len(adv['arbitrage_flags'])}")
print(f"Var swap fair vol: {adv['variance_swap_fair_values'][0]['fair_vol']}%")Optimal position sizing using numerical integration over the full lognormal distribution — not the simplified gambling formula.
kelly = fa.kelly( # Growth+
spot=580, strike=580, dte=30,
sigma=0.18, premium=12.69, mu=0.12,
)
print(kelly["recommendation"])
print(f"Half-Kelly: {kelly['sizing']['half_kelly_pct']}%")quote = fa.stock_quote("AAPL") # Live stock quote
opt = fa.option_quote("SPY", expiry="2026-03-21", # Option quote (Growth+)
strike=660, type="C")
summary = fa.stock_summary("SPY") # Comprehensive summary
surface = fa.surface("SPY") # Vol surface (public)Minute-by-minute stock and option quotes from ClickHouse — 3.5 billion rows across 141 tickers.
hist = fa.historical_stock_quote("SPY", date="2026-03-05", time="10:30")
hist_opt = fa.historical_option_quote(
"SPY", date="2026-03-05", expiry="2026-03-20", strike=580, type="C"
)tickers = fa.tickers() # All available stock tickers
chain = fa.options("SPY") # Option chain metadata
symbols = fa.symbols() # Symbols with live cached data
account = fa.account() # Plan, usage, quota
health = fa.health() # API health check (public)from flashalpha import (
FlashAlpha,
AuthenticationError,
TierRestrictedError,
NotFoundError,
RateLimitError,
)
fa = FlashAlpha("YOUR_API_KEY")
try:
data = fa.exposure_summary("SPY")
except AuthenticationError:
print("Invalid API key")
except TierRestrictedError as e:
print(f"Need {e.required_plan} plan (you have {e.current_plan})")
except NotFoundError:
print("Symbol not found")
except RateLimitError as e:
print(f"Rate limited — retry after {e.retry_after}s")| Plan | Daily Requests | Access |
|---|---|---|
| Free | 5 | Stock quotes, GEX/DEX/VEX/CHEX by strike, levels, BSM greeks, IV, historical quotes, tickers, options meta, surface, stock summary |
| Basic | 100 | Everything in Free + index symbols (SPX, VIX, RUT, etc.) |
| Growth | 2,500 | + Exposure summary, narrative, 0DTE analytics, volatility analytics, option quotes, full-chain GEX, Kelly sizing |
| Alpha | Unlimited | + Advanced volatility (SVI, variance surfaces, arbitrage detection, greeks surfaces, variance swap) |
Get your API key at flashalpha.com
| Method | Endpoint | Plan |
|---|---|---|
fa.gex(symbol) |
Gamma exposure by strike | Free+ |
fa.dex(symbol) |
Delta exposure by strike | Free+ |
fa.vex(symbol) |
Vanna exposure by strike | Free+ |
fa.chex(symbol) |
Charm exposure by strike | Free+ |
fa.exposure_levels(symbol) |
Key levels (gamma flip, walls, max pain) | Free+ |
fa.exposure_summary(symbol) |
Full exposure summary with hedging | Growth+ |
fa.narrative(symbol) |
AI narrative analysis | Growth+ |
fa.zero_dte(symbol) |
0DTE analytics (regime, pin risk, decay) | Growth+ |
fa.exposure_history(symbol) |
Daily exposure snapshots | Growth+ |
fa.stock_quote(ticker) |
Live stock quote | Free+ |
fa.option_quote(ticker) |
Option quotes with greeks | Growth+ |
fa.stock_summary(symbol) |
Comprehensive stock summary | Public/Free+ |
fa.surface(symbol) |
Volatility surface grid | Public |
fa.historical_stock_quote(ticker) |
Historical stock quotes | Free+ |
fa.historical_option_quote(ticker) |
Historical option quotes | Free+ |
fa.greeks(...) |
BSM greeks (1st, 2nd, 3rd order) | Free+ |
fa.iv(...) |
Implied volatility solver | Free+ |
fa.kelly(...) |
Kelly criterion sizing | Growth+ |
fa.screener(...) |
Live options screener — filter/rank by GEX, VRP, IV, greeks, formulas | Growth+ |
fa.volatility(symbol) |
Comprehensive volatility analytics | Growth+ |
fa.adv_volatility(symbol) |
SVI, variance surface, arb detection | Alpha+ |
fa.tickers() |
All available stock tickers | Free+ |
fa.options(ticker) |
Option chain metadata | Free+ |
fa.symbols() |
Symbols with live data | Free+ |
fa.account() |
Account info and quota | Free+ |
fa.health() |
Health check | Public |
| Language | Package | Repository |
|---|---|---|
| JavaScript | npm i flashalpha |
flashalpha-js |
| .NET | dotnet add package FlashAlpha |
flashalpha-dotnet |
| Java | Maven Central | flashalpha-java |
| Go | go get github.com/FlashAlpha-lab/flashalpha-go |
flashalpha-go |
| MCP | Claude / LLM tool server | flashalpha-mcp |
- FlashAlpha — API keys, docs, pricing
- API Documentation
- Examples — runnable tutorials
- GEX Explained — gamma exposure theory and code
- 0DTE Options Analytics — 0DTE pin risk, expected move, dealer hedging
- Volatility Surface Python — SVI calibration, variance swap, skew analysis
- Awesome Options Analytics — curated resource list
MIT