API Changelog
New endpoints, features, and improvements to the FlashAlpha Lab API.
Futures Support - ES & NQ Index Futures
Futures support is live: GEX/DEX/VEX/CHEX, vol surface, max-pain, and flow for ES & NQ index futures (options-on-futures, priced with Black-76). New pages /futures/es and /futures/nq.
Realized & Forecast Volatility Endpoints
Two new Alpha-tier volatility endpoints. Realized returns range-based estimators - Parkinson, Garman-Klass, Rogers-Satchell, and Yang-Zhang alongside close-to-close - over 10/20/30-day windows (5-8x more statistically efficient than close-to-close). Forecast returns conditional forecasts: EWMA (RiskMetrics), HAR-RV (Corsi), and GARCH(1,1) fitted by maximum likelihood with selectable Gaussian or Student-t innovations. Both draw daily OHLC history from the historical replay archive (also exposed directly as GET /v1/stock/{symbol}/prices on historical.flashalpha.com), so coverage is limited to ramped symbols.
Historical Option Bid/Ask Sizes + 0DTE Universe Flag
Historical option-quote responses now return real bidSize / askSize on every contract, and accept optional maxSpreadPct / maxSpreadAbs filters that drop wide, crossed, or one-sided ghost quotes (count reported in the X-Filtered-Out header). The symbol directory now flags has_0dte per symbol.
Stable Gamma Flip - Repriced Zero-Gamma Root
The gamma flip is now computed by repricing each contract’s gamma across candidate spot levels and solving for the zero crossing, replacing the per-strike sign-change heuristic that could jump hundreds of points on a sub-dollar move. The level is now stable under noise and sign-consistent with net GEX, and the same computation runs across every exposure surface, live and in historical replay. No response-shape change; the gamma_flip value is simply more stable.
MCP Server Expanded to 73 Tools + Persona Connectors
The MCP server now exposes 73 tools (56 live + 17 historical replay), up from the original 14. Flow analytics (get_flow_*), the screener (post_screener), multi-leg structures (post_structure_pnl/greeks), earnings, and strategy signals are now native MCP tools. New persona connectors ship the same toolset tuned per workflow, and 403/429 responses now return the required tier, a daily-limit breakdown, and an upgrade link.
Discrete Analytics: OI-Diff, Spot-Vol Correlation, VIX State, Universe, Dealer Premium
Five standalone analytics endpoints: open-interest day-over-day diff, spot/vol correlation, the VIX-vs-realized regime label (vix-state), the public symbol-universe directory, and dealer options premium. Most are Growth+; dealer-premium is Alpha.
VIX State docs → · Spot-Vol Correlation docs → · Universe docs →0DTE Live Flow
Same-day-expiry flow analytics: point-in-time snapshot, intraday series (?bar=30s|1m|5m|15m), dealer hedge-flow, a strike×time heatmap, and per-strike delta flow - with a composed headline narrative, setup classifier, and range/pin probabilities.
Historical Flow Replay
The live flow surface (levels, pin-risk, summary, flow-weighted GEX/DEX, dealer-risk, signals, and raw option/stock flow) is now mirrored on the historical host and addressable at any minute via ?at=, so flow-based backtests consume the past with the same shapes as live.
Strategy Signals, Multi-Leg Structures, SVI Surface & More
A large public-surface expansion: ten strategy-signal endpoints (flow-anomaly, dealer-regime, vol-carry, skew, term-structure, tail-pricing, and more), multi-leg structure P&L and Greeks, the raw SVI surface, expected move, cross-sectional dispersion, a liquidity score, the unified per-strike exposure sheet, exposure term-structure, and the skew term structure. Tiers range from Basic to Alpha by endpoint.
Skew-Term docs → · Exposure Sheet docs → · Strategy Signals docs → · Structures docs →Live Flow Analytics API
Introduces the /v1/flow/* family: simulation-aware dealer-flow levels, pin-risk, flow-weighted GEX/DEX, dealer-risk, and a live snapshot (Growth+), plus raw unusual options flow - recent, blocks, net-notional outliers, leaderboard, cumulative - and scored flow signals with block/sweep classification (Alpha+).
Call/Put Walls Restricted to the OTM Half
Call wall and put wall now require spot and only consider out-of-the-money strikes (call wall at or above spot, put wall at or below), preventing both walls from collapsing onto a single shared open-interest magnet. Dealer alignment and the narrative key levels inherit the fix.
Key Levels docs → · Call wall & put wall explained →Historical API OpenAPI 3.1 Spec + Captured Sample JSONs
Machine-readable OpenAPI 3.1 spec for the historical replay API. 16 paths covering every live analytics endpoint mirrored at historical.flashalpha.com, with at marked required on every analytics path. Drop into Swagger UI, openapi-generator, or feed to an LLM for code synthesis. Ships alongside seven real captured response samples at /docs/samples/historical-*.json (coverage, gex, vrp, max-pain, exposure-summary, optionquote, stock-summary), frozen at at=2024-08-05T10:30:00 (the August 2024 carry-unwind / VIX spike) so they're reproducible test fixtures rather than illustrative numbers. Bundled into /docs/samples.zip.
Historical Backtest Cookbook + Python Recipe
Six-step cookbook for running backtests against the Historical API: (1) discover coverage via /v1/tickers, (2) pick timestamps strictly before signal time, (3) fetch with ?at=, (4) cache by (symbol, at, endpoint), (5) join to your own returns, (6) never call live endpoints inside a backtest. Includes a runnable ~40-line Python recipe (gamma-flip detection across SPY July-Sept 2024) using the SDK base_url swap so the same strategy code runs both live and historical. Plus a pitfalls block covering svi_vol_gated: backtest_mode (SVI fits stamped EOD, use implied_vol intraday), vrp.percentile null caveats during warm-up, ET wall-clock timestamps, and the daily-bar vs minute-bar throughput tradeoff.
Historical Coverage Endpoint Requires Alpha-Tier Auth (Doc Fix)
The historical coverage endpoint requires an Alpha-tier API key passed as X-Api-Key. The docs previously labelled it public / no-auth, which was incorrect; the endpoint itself has always been Alpha-gated at the server. If you scripted a coverage check without the header, add it. While we were in there: every other historical doc page now also carries the OpenAPI alternate-link tag and a clear ALPHA badge, and contradictory pricing/tier language across articles, llms.txt, skill.md, and the SDK pages was reconciled to a single canonical source.
Earnings Analytics
An earnings analytics suite: confirmed calendar, pre-event expected move, historical reaction stats, IV-crush estimates, earnings VRP, dealer positioning into the print, strategy suggestions, and a cross-name earnings screener. Calendar and expected-move are Growth; the deeper analytics are Alpha.
Earnings API docs → · Trading earnings volatility guide →Live Options Screener
Real-time multi-factor options screener across ~250 symbols. Recursive AND/OR filter trees with cascading stock / expiry / strike / contract filters, custom formulas on any numeric field, and pre-computed strategy scores (harvest_score, dealer_flow_risk, iron_condor_score, calendar_spread_score). Growth: 20-symbol Tier 1 universe, 10 rows per query. Alpha: ~250 symbols, 50 rows + offset pagination, formulas, all Alpha fields. Served from an in-memory store refreshed every 5-10s.
Server Upgrade - Improved Response Times
Upgraded API infrastructure to higher-performance servers. All endpoints benefit from reduced latency and faster response times. No API changes required - existing integrations see the improvement automatically.
API Playground Upgrade
Searchable ticker dropdown loaded from /v1/tickers. Dynamic expiration dropdown from /v1/options. Tier-gated feature indicators. Default endpoint varies by auth state.
MCP Server - AI Agent Integration
MCP (Model Context Protocol) server for AI agents. Streamable HTTP transport at lab.flashalpha.com/mcp. 14 tools available covering all API endpoints. Compatible with Claude Code, Claude Desktop, Cursor, and Windsurf.
VRP Analytics Endpoint
Volatility risk premium dashboard. VRP spreads across 4 windows (5d/10d/20d/30d), z-score, percentile, directional VRP decomposition (put/call wing), term structure, GEX-conditioned regime analysis, strategy suitability scores, dealer flow risk, warnings, and macro context.
View documentation →Advanced Volatility Endpoint
SVI-calibrated volatility surfaces. Raw SVI parameters per expiry (a, b, rho, m, sigma), forward prices, total variance surface grid, butterfly and calendar arbitrage flags, variance swap fair values with convexity adjustment, and higher-order Greeks surfaces (vanna, charm, volga, speed).
View documentation →0DTE Analytics Endpoint
Same-day expiration analytics. Pin risk scoring, expected move that decays intraday, gamma acceleration, dealer hedging estimates at ±0.5%/±1%, per-strike 0DTE breakdown. Growth+ plan. API key regeneration added to account settings.
View documentation →API Playground
Interactive API testing tool. Two-panel layout with endpoint picker, parameter editor, cURL snippet generator, and live JSON response viewer. Works with your API key or in demo mode.
Try the playground →Option Chain Filtering & Full Chain GEX
Option chain filtering by expiry, strike range, and type (call/put). Full-chain GEX aggregation across all expirations for Growth+ plans. Single-expiry GEX remains free.
View documentation →FlashAlpha Lab API Launch
Initial launch of the FlashAlpha Lab API at lab.flashalpha.com. API key authentication with rate limiting. Free tier: 5 requests/day.
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