Works with CME index futures. Pass ES=F or NQ=F and URL-encode the = as %3D - e.g. /v1/flow/pin-risk/ES%3DF. Options-on-futures are priced with Black-76 using the CME multiplier ($50/pt ES, $20/pt NQ); CME index futures are Growth-tier. See the futures hub.

Endpoint

GET /v1/flow/pin-risk/{symbol}

Auth required (X-Api-Key) Rate Limited: Yes Growth plan+

Parameters

Name	In	Required	Default	Description
`symbol`	path	yes	-	Underlying symbol
`expiry`	query	no	all expiries	Filter chain to a single expiry (`yyyy-MM-dd`). Omit to aggregate across all expiries

curl -H "X-Api-Key: YOUR_API_KEY" \
  "https://lab.flashalpha.com/v1/flow/pin-risk/SPY"

import requests

resp = requests.get(
    "https://lab.flashalpha.com/v1/flow/pin-risk/SPY",
    headers={"X-Api-Key": "YOUR_API_KEY"}
)
data = resp.json()
print(f"Pin risk: {data['live_pin_risk']}/100")
print(f"Magnet strike: {data['magnet_strike']}")

const resp = await fetch(
  "https://lab.flashalpha.com/v1/flow/pin-risk/SPY",
  { headers: { "X-Api-Key": "YOUR_API_KEY" } }
);
const data = await resp.json();
console.log(`Pin risk: ${data.live_pin_risk}/100`);
console.log(`Magnet strike: ${data.magnet_strike}`);

API Key

Response

{
  "symbol": "SPY",
  "as_of": "2026-05-12T18:42:10Z",
  "underlying_price": 597.505,
  "expiry": "2026-05-15",
  "live_pin_risk": 72,
  "magnet_strike": 597.0,
  "distance_to_magnet_pct": 0.085,
  "time_to_close_hours": 2.31,
  "breakdown": {
    "oi_score": 22,
    "proximity_score": 24,
    "time_score": 18,
    "gamma_score": 8
  }
}

Key Response Fields

Field	Type	Description
`symbol`	string	Underlying symbol
`as_of`	string	ISO 8601 timestamp
`underlying_price`	number	Current price of underlying
`live_pin_risk`	number	Composite 0-100 pin risk score for the nearest expiry
`magnet_strike`	number	Strike with the largest absolute live net GEX
`distance_to_magnet_pct`	number	`\|spot - magnet\| / spot` (percent), to three decimal places
`time_to_close_hours`	number	Hours until nearest-expiry close (floored at 0.1)
`breakdown`	object	Sub-scores that sum to `live_pin_risk` (see table below)

Breakdown Sub-Scores

Field	Type	Description
`oi_score`	number	How concentrated open interest is around the magnet strike. Higher when OI is stacked near spot
`proximity_score`	number	How close spot is to the magnet strike. Higher when `distance_to_magnet_pct` is small
`time_score`	number	Time-decay weight. Higher as `time_to_close_hours` shrinks toward the nearest-expiry close
`gamma_score`	number	Magnitude of live net GEX at the magnet strike. Higher when dealer gamma anchoring at the magnet is strong

About Flow Pin Risk

Flow Pin Risk gives you a single 0-100 score for how likely spot is to settle near a magnet strike at the nearest expiry, plus the four sub-scores that produced it. The settled equivalent inside /v1/maxpain uses morning-broadcast OI and stays fixed all session. This endpoint rebuilds the OI-concentration and gamma sub-scores on top of the OI simulator's effective open interest, so the magnet strike and the score itself drift as positioning flows into or out of the at-the-money strikes during the session.

Common Use Cases

Gate 0DTE pin trades on live_pin_risk - only size into a pin (iron fly, short straddle) when the 0-100 score crosses your conviction threshold, and stand aside below it
Target the magnet_strike - anchor strike selection and EOD price targets to the magnet, and re-center when it jumps to a new strike intraday
Diagnose the score with breakdown - read oi_score, proximity_score, time_score, and gamma_score to know whether a high reading is OI-driven (durable) or just proximity/time (fragile)
Time the last-hour pin - combine a low time_to_close_hours with a rising time_score to catch the classic end-of-day pin tightening
Filter on distance_to_magnet_pct - skip "high score, far magnet" setups where spot is too far from the magnet for the pin to realistically resolve before close
Overlay portfolio risk - flag open positions whose short strikes sit on or near a high-score magnet_strike so you can hedge assignment/pin risk into expiry

Complementary endpoints

Live Flow Levels - live max pain and walls that frame where the magnet sits
Max Pain - the settled max-pain baseline behind the pin thesis
0DTE Analytics - the broader same-day-expiry context around the pin
Live Flow GEX - the live gamma profile that anchors price to the magnet strike

Flow Pin Risk API