Flow Pin Risk API

Endpoint

Parameters

Request

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"}
)
resp.raise_for_status()
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" } }
);
if (!resp.ok) throw new Error(`HTTP ${resp.status}`);
const data = await resp.json();
console.log(`Pin risk: ${data.live_pin_risk}/100`);
console.log(`Magnet strike: ${data.magnet_strike}`);

{
  "symbol": "SPY",
  "as_of": "2026-10-30T13:46:02.7128887Z",
  "underlying_price": 760.24,
  "expiry": null,
  "live_pin_risk": 9,
  "magnet_strike": 765,
  "distance_to_magnet_pct": 0.626,
  "time_to_close_hours": 6.233,
  "breakdown": {
    "oi_score": 26,
    "proximity_score": 0,
    "time_score": 4,
    "gamma_score": 0
  },
  "endpoint_version": "2026.09.30",
  "data_as_of": {
    "node": "fa5",
    "equity_feed": "2026-10-30T13:46:02.553Z",
    "equity_options_feed": "2026-10-30T13:46:02Z",
    "index_feed": "2026-10-30T13:46:02.132Z",
    "index_options_feed": "2026-10-30T13:45:59Z",
    "futures_feed": "2026-10-30T13:45:51.589Z",
    "futures_options_feed": "2026-10-30T13:45:51.596Z",
    "flow_feed": "2026-10-30T13:45:00Z",
    "oi_feed": "2026-10-29T20:00:00Z",
    "macro_feed": "2026-10-29T21:00:20Z"
  }
}

Response Fields

Breakdown Sub-Scores

Errors

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

Related

Related reading

• Live 0DTE pin risk: the flow-adjusted magnet - how the magnet and score drift on effective OI through the session
• Pin risk score 0-100: reading the 0DTE pin magnet - what each sub-score means and how to act on the total

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