FlashAlpha Logo

The options analytics API
your models are missing.

Real-time GEX, vol surfaces, and multi-Greek exposure for 6,000+ tickers - computed per-tick, delivered via API.

Free tier · 1.8M options · REST API · Live in 60 seconds
Used by independent quants and volatility traders worldwide

Existing members: log in here

FlashAlpha API - live example
Request
$ curl https://lab.flashalpha.com/v1/exposure/gex/SPY \
  -H "X-Api-Key: cDu910mf••••••••••••••••••••••••"
Also available
/v1/exposure/levels/SPY
Gamma flip, call/put walls, 0DTE magnet
/v1/exposure/narrative/SPX
Verbal GEX analysis with regime outlook
/v1/volatility/TSLA
VRP, skew profiles, hedging scenarios
Response
200 OK 
{
  "ticker":       "SPY",
  "net_gex":      -2847392,
  "gamma_flip":   582.50,
  "regime":       "negative",
  "strikes": [
    { "strike": 580, "gex": -941820 },
    { "strike": 585, "gex": -723401 },
    { "strike": 590, "gex":  412093 }
  ],
  "updated_at":  "2026-03-11T16:22:47Z"
}

1.5M+

Options structures scanned per second.

15s

Cache-fresh analytics updates.

6000+

Underlyings with live vol surfaces.

What customers say

Trusted by systematic traders & quant researchers

“FlashAlpha is essential infrastructure. It’s the only source for aggregate charm and vanna exposure, and that data feeds 4 of our top 5 predictive features.”
J
Joel
Quant researcher
“The best options analytics service I’ve used. I code my own tools and dashboards using their API, and the price-to-benefit ratio is through the roof.”
W
Will
Verified review
“First day live: 3 trades, 3 winners. More importantly, it blocked 30+ bad signals, including 5 institutional put trades that would have lost money.”
A
Alonso
Independent trader
“Integrating FlashAlpha into our systematic 0DTE SPX iron condor regime scoring. GEX regime, dealer hedging estimates, and vol surface are exactly what we needed.”
D
Dave
Systematic 0DTE desk
I want to build with the API

pip install, get your key, and start querying Greeks, GEX, and vol surfaces in minutes.

Quick Start Guide →
I want to see the data

Explore live GEX dashboards, IV rank scanners, and interactive exposure tools - free, no signup.

Open GEX Dashboard →
The Problem

Why Build When You Can Call an API?

Python Crashes at Scale

Your models can't handle per-tick loads across the full options universe.

In-House Infra Takes Years

Building options infra diverts engineering from alpha generation.

Stale Data Kills Edge

By the time your analytics refresh, the mispricing is gone. You need live Greeks, not EOD snapshots.

FlashAlpha solves all of these - start free in minutes

What You Can Build

Real-world workflows powered by FlashAlpha's API.

GEX Dashboard

Call /v1/exposure/gex/SPY for per-strike gamma, flip point, and regime. Overlay dealer hedging pressure on your charts.

Try live → Example code →

Vol Regime Monitor

Call /v1/volatility/TSLA for IV-RV spreads, skew by expiry, term structure, and hedging scenarios.

Try in Playground → Example code →

Multi-Greek Alerts

Poll /v1/exposure/summary/SPX for GEX + DEX + VEX + CHEX. Alert when vanna flips or charm accelerates.

All tools → Example code →
Historical API Replay · Alpha

Point-in-time replay of every endpoint.

Ask what GEX, gamma flip, VRP, narrative, max pain, or the full stock summary looked like at any minute in history. Same response shape as live - point your existing SDK at a different host, add one query parameter, and you have a backtest-ready data source.

Billions
of option rows stored
2018
SPY coverage starts
1 min
greeks & spot resolution
15
endpoints, live shape
historical.flashalpha.com · COVID crash replay
Request
$ curl -H "X-Api-Key: …" \
https://historical.flashalpha.com/v1/exposure/summary/SPY
?at=2020-03-16T15:30:00
Response · 200
{
  "symbol": "SPY",
  "underlying_price": 246.01,
  "gamma_flip": 270.92,
  "regime": "negative_gamma",
  "exposures": {
    "net_gex":  -2,633,970,601,
    "net_dex": -169,419,489,077
  }
}

Backtest against the same API your live code already calls.

The snapshot on the left is real SPY positioning at 15:30 ET on 2020-03-16, the day SPY closed down 12%. Same JSON your SDK already parses, just pointed at a different host with one extra query parameter.

  • Identical analytics code path as the live API - any refinement that lands on api.flashalpha.com ships here on the next deploy.
  • VRP percentile date-bounded to at - no future leakage in backtests.
  • Fully backfilled: SPY 2018-04-16 → present. More symbols on demand - live coverage at /v1/tickers.
Try the replay playground Read the historical docs
AI-Native

The only options API with an MCP server.

Connect FlashAlpha directly to Claude, Cursor, Windsurf, or any MCP-compatible AI assistant. Your agent gets real-time GEX, vol surfaces, and dealer positioning without writing a single line of integration code.

Terminal
# Add to Claude Code
$ claude mcp add flashalpha --transport http \
https://lab.flashalpha.com/mcp
# Then ask Claude:
"What's the gamma regime for SPY right now?"

16 MCP Tools Available

GetGex
GetDex
GetVex
GetLevels
GetExposureSummary
GetNarrative
GetMaxPain
GetVolatility
GetStockSummary
GetStockQuote
GetOptionChain
CalculateGreeks
SolveIV
GetTickers
GetAccount
RunScreener
● Streamable HTTP · MCP 2025-03-26
MCP Docs → AI Agent Guide → | Works with Claude, Cursor, Windsurf, and any MCP client
Quick Start

Live data in 60 seconds.

No sales call. No setup fee. Three steps.

1

Create a free account

Sign up with your email. No credit card. Takes 30 seconds.

2

Get your API key

Instant access from your profile dashboard. Copy and go.

3

Call the API

Real-time GEX for any ticker, right from your terminal.

FlashAlpha API - live example
Request
$ curl https://lab.flashalpha.com/v1/exposure/gex/SPY \
-H "X-Api-Key: cDu910mf••••••••••••"
Also available
/v1/exposure/levels/SPY
Gamma flip, call/put walls, 0DTE magnet
/v1/exposure/narrative/SPX
Verbal GEX analysis with regime outlook
/v1/volatility/TSLA
VRP, skew profiles, hedging scenarios
Response • 200 OK
{
  "symbol":     "SPY",
  "net_gex":    -2847392,
  "gamma_flip": 582.50,
  "regime":     "negative",
  "strikes": [
    { "strike": 580, "gex": -941820 },
    { "strike": 585, "gex": -723401 },
    { "strike": 590, "gex": 412093 }
  ],
  "updated_at": "2026-03-28T16:22:47Z"
}
Get Your Free API Key
View on GitHub | PyPI

Free Tools - No Signup

Δ

Greeks Calculator

Black-Scholes Greeks - instant results.
IV

IV Calculator

Solve IV from market price via Newton-Raphson.
Γ

GEX Scanner

Live gamma exposure, flip point, key walls.
σ

Vol Surface

3D IV surface - spot skew anomalies.
View all tools →
Infrastructure as Feature

Under the Hood

FlashAlpha isn't just software - it's purpose-built infrastructure. We don't query disk; we query live memory. Every millisecond matters when you're trading volatility.

Built on proprietary high-bandwidth tick ingestion, distributed compute, auto-scaling infrastructure, and an in-memory analytics engine - the edge comes from how these components are orchestrated, not from any single feature.

Market Data
Real-time Feed
Data Provider
REST API
↓
FlashAlpha Core Engine
Analytics Engine
Vol Surface Fitter
Greeks Calc
Risk Engine
↓
Client API / UI
Low-Latency Delivery

Auto-Scaling Native

Auto-scaling services for ingestion, calculation, and API serving. Zero downtime deployments.

Signal to Execution

Webhooks trigger your execution algos instantly. Broker API support for direct market access.

Second-Order Greeks

Vanna (Delta sensitivity to Vol), Volga (Vega sensitivity to Vol), and Charm (Delta decay). Essential for managing complex books and 0DTE strategies.

EV Probability Surface

3D visualization combining IV, Time to Expiration, and PoP. Find "Islands of Profitability" where surface shows underpriced volatility vs historical norms.

Skew & Term Structure

Real-time skew alerts when Put IV vs Call IV deviates 2-sigma. Term structure analysis for VIX and single-stock Contango/Backwardation opportunities.

Computed API Endpoints

GET /analytics/volatility-surface, GET /risk/portfolio-margin, GET /greeks/second-order. Alpha delivered, not just raw prices.

Why FlashAlpha

FlashAlpha's unique selling proposition: bridging the gap between OptionMetrics' research-grade historical data and SpiderRock's execution infrastructure with an actionable analytics and decision layer.

Performance & Reliability

~10ms
Enterprise Compute Latency
Dedicated infrastructure
6,000+
Underlyings Covered
Full market data coverage
10→100
Trader Scaling
No performance degradation

Load-tested under extreme volatility conditions including Aug 2024 VIX spike. Enterprise-grade HPC architecture with dedicated infrastructure.

Core Technology Stack

Auto-Scaling Compute In-Memory Analytics Event-Driven REST API Real-time Data Docker SDKs: Python, JS, C#, Go, Java
Case Study

Compute Pipeline Optimization

Optimized options chain processing for a systematic volatility desk - from hundreds of milliseconds to single-digit ms on dedicated infrastructure, enabling real-time EV scanning across 6,000+ underlyings.

  • Order-of-magnitude latency reduction
  • Full market data coverage
  • Continuous Greeks recalculation
Integrations

Execution & Data Partners

Native integrations with industry-standard platforms for seamless workflow from signal to execution.

Interactive Brokers TWS Broker APIs Market Data Feeds

Regulatory Transparency

FlashAlpha is a technology provider. We build and operate software for options analytics, market data processing, and trading infrastructure.

We are not a Registered Investment Advisor (RIA), broker-dealer, fund manager, or financial advisor. We do not:

  • Provide investment advice or recommendations
  • Manage client funds or portfolios
  • Execute trades on behalf of clients
  • Hold custody of client assets
  • Guarantee trading results or returns

Our platform provides analytical tools and data. All trading decisions are made solely by the user.

Domicile: Cyprus | Business Type: Software & Consulting Services

Common Questions

Frequently Asked Questions

Quick answers to common questions about FlashAlpha.

None. FlashAlpha comes with its own market data feeds including full US options data. You don't need to provide any data sources - just connect to our API or use the web interface. However, if you need to integrate your own proprietary data sources, our team can build that integration - contact us for a quote.

You don't. FlashAlpha is a fully managed service. We handle all infrastructure - cloud deployment, scaling, data feeds, and maintenance. You access the platform via web interface or API.

For latency-sensitive workloads, computation must be co-located with the market data stream to avoid serialization, network hops, and scheduling jitter.

In those cases, client logic is executed inside FlashAlpha-managed isolated compute environments, running on the same nodes as the data feed.

The logic is treated as an opaque execution unit. FlashAlpha does not inspect, modify, or retain strategy parameters. Isolation is enforced at the process and infrastructure level, making cross-client access architecturally impossible.

FlashAlpha exposes computed outputs via high-throughput REST API interfaces designed for continuous consumption.

The same computation logic is applied across historical replays and live market data, producing consistent surfaces, Greeks, and strategy-level metrics in real time.

Outputs can be consumed via REST API, official SDKs (Python, JavaScript, C#, Go, Java), MCP for AI assistants, or visualised via the FlashAlpha UI.

Sign up for free on our pricing page - no credit card required. You'll get an API key immediately and can start making requests. The free tier includes 5 requests per day with access to Core and Exposure endpoints. Upgrade anytime for higher limits and additional endpoints.

Simple, transparent pricing. Start free with 5 requests/day. Paid plans start at $79/month (Basic) with 100 requests/day, up to $1,499/month (Alpha) with unlimited requests, no cache (real-time data), and dedicated support. Annual billing saves 20%. See our pricing page for full details. Custom enterprise plans are also available.

No. FlashAlpha is a technology provider, not a financial advisor. We provide infrastructure and analytical tools. We don't provide investment advice, manage funds, execute trades on your behalf, or hold custody of assets. All trading decisions are made solely by you.

TD

Tomasz Dobrowolski

Founder & CTO

15+ years in software engineering. Options analytics practitioner. Options strategy specialist with deep expertise in volatility modeling, Greeks analytics, and systematic trading systems.

Built analytics platforms processing millions of option structures per second.

View LinkedIn Profile

Your Strategy Stays Yours

Client logic runs in isolated environments with zero code transfer between parties. Your proprietary models never leave your control.

Technology Provider, Not Advisor

FlashAlpha provides infrastructure and analytics tools. We don't provide investment advice, manage funds, or execute trades on your behalf.

No Cross-Client Data Leakage

Strict data isolation by design. Your queries, strategies, and analytics are never shared or visible to other clients.

Ready to Stop Building Infrastructure and Start Finding Edge?

Get options analytics into your models in minutes, not months. Sign up free - no credit card required.

Get Started in 3 Steps

1
Create a free account
2
Get your API key
3
Start building
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Prefer direct contact?

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Read our Research Blog - technical insights on volatility modeling and options analytics

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GitHub

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