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Screener Cookbook

Screener Cookbook

Ten real trader recipes for the Live Screener, part of the FlashAlpha Real-Time Options Analytics API — each one has an inline Try it panel so you can fire the request with your API key and see live output.

1. Harvestable VRP Screen (Alpha)

Find symbols where it’s safe to sell vol — positive gamma regime, VRP flagged harvestable, low dealer flow risk, high harvest score.

{
  "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","vrp_regime"]
}
X-Api-Key

Stored locally in your browser. Never sent to flashalpha.com.

Request Body (JSON)
POST https://lab.flashalpha.com/v1/screener
Response

2. Negative-Gamma Alert

Symbols where dealers are short gamma and already exposed — the ones that will amplify intraday moves.

{
  "filters": { "op": "and", "conditions": [
    { "field": "regime",           "operator": "eq",  "value": "negative_gamma" },
    { "field": "dealer_flow_risk", "operator": "gte", "value": 50 }
  ]},
  "sort":   [{ "field": "dealer_flow_risk", "direction": "desc" }],
  "select": ["symbol","regime","dealer_flow_risk","gamma_flip","net_gex"]
}
X-Api-Key

Stored locally in your browser. Never sent to flashalpha.com.

Request Body (JSON)
POST https://lab.flashalpha.com/v1/screener
Response

3. Rich-Premium Vol Scanner

High IV with a big RV spread — the classic short-vol hunting ground.

{
  "filters": { "op": "and", "conditions": [
    { "field": "vrp_20d", "operator": "gte", "value": 5 },
    { "field": "atm_iv",  "operator": "gte", "value": 25 }
  ]},
  "sort":   [{ "field": "vrp_20d", "direction": "desc" }],
  "select": ["symbol","atm_iv","rv_20d","vrp_20d","skew_25d"]
}
X-Api-Key

Stored locally in your browser. Never sent to flashalpha.com.

Request Body (JSON)
POST https://lab.flashalpha.com/v1/screener
Response

4. 0DTE Call Seller

Cascading filter: DTE=0, C only, delta ≥ 0.3, OI ≥ 1000. Returns every contract that matches within each symbol.

{
  "filters": { "op": "and", "conditions": [
    { "field": "expiries.days_to_expiry", "operator": "eq",  "value": 0 },
    { "field": "contracts.type",          "operator": "eq",  "value": "C" },
    { "field": "contracts.delta",         "operator": "gte", "value": 0.3 },
    { "field": "contracts.oi",            "operator": "gte", "value": 1000 }
  ]},
  "select": ["*"]
}
X-Api-Key

Stored locally in your browser. Never sent to flashalpha.com.

Request Body (JSON)
POST https://lab.flashalpha.com/v1/screener
Response

5. Risk-Adjusted Ranking (Formula)

Define a custom metric, sort by it. Quantitative, exact, reproducible.

{
  "formulas": [
    { "alias": "risk_adj", "expression": "harvest_score / (dealer_flow_risk + 1)" }
  ],
  "filters": { "field": "harvest_score", "operator": "gte", "value": 50 },
  "sort":    [{ "formula": "risk_adj", "direction": "desc" }],
  "select":  ["symbol","price","harvest_score","dealer_flow_risk","risk_adj"],
  "limit":   20
}
X-Api-Key

Stored locally in your browser. Never sent to flashalpha.com.

Request Body (JSON)
POST https://lab.flashalpha.com/v1/screener
Response

6. Macro-Conditional Regime Scan

“Only when VIX > 20” — combine stock state with macro context in one query.

{
  "filters": { "op": "and", "conditions": [
    { "field": "regime", "operator": "eq",  "value": "negative_gamma" },
    { "field": "vix",    "operator": "gte", "value": 20 }
  ]},
  "select": ["symbol","regime","atm_iv","vix"]
}
X-Api-Key

Stored locally in your browser. Never sent to flashalpha.com.

Request Body (JSON)
POST https://lab.flashalpha.com/v1/screener
Response

7. IV Band Targeting

Find symbols sitting in the sweet spot: not so low that premium is dead, not so high that you’re selling on an event.

{
  "filters": { "field": "atm_iv", "operator": "between", "value": [18, 28] },
  "sort":    [{ "field": "atm_iv", "direction": "asc" }],
  "select":  ["symbol","atm_iv","rv_20d","vrp_20d","term_state"]
}
X-Api-Key

Stored locally in your browser. Never sent to flashalpha.com.

Request Body (JSON)
POST https://lab.flashalpha.com/v1/screener
Response

8. Skew-Rich Put Wings

Flush out the names with genuinely expensive downside protection — puts are being bid into strength.

{
  "filters": { "op": "and", "conditions": [
    { "field": "skew_25d", "operator": "gte", "value": 4 },
    { "field": "regime",   "operator": "eq",  "value": "positive_gamma" }
  ]},
  "sort":   [{ "field": "skew_25d", "direction": "desc" }],
  "select": ["symbol","skew_25d","skew_25d_put","skew_25d_call","atm_iv"]
}
X-Api-Key

Stored locally in your browser. Never sent to flashalpha.com.

Request Body (JSON)
POST https://lab.flashalpha.com/v1/screener
Response

9. Short-Dated ATM Calls with Tight Spreads

Cascading + liquidity filter: give me the short-dated delta-50 calls that are actually tradable.

{
  "filters": { "op": "and", "conditions": [
    { "field": "atm_spread_pct",          "operator": "lte", "value": 0.05 },
    { "field": "expiries.days_to_expiry", "operator": "between", "value": [1, 14] },
    { "field": "contracts.type",          "operator": "eq",  "value": "C" },
    { "field": "contracts.delta",         "operator": "between", "value": [0.45, 0.55] }
  ]},
  "select": ["*"], "limit": 20
}
X-Api-Key

Stored locally in your browser. Never sent to flashalpha.com.

Request Body (JSON)
POST https://lab.flashalpha.com/v1/screener
Response

10. Multi-Sort Flow Board

Primary sort by dealer flow risk (ascending = safest first); secondary by harvest score (descending).

{
  "sort": [
    { "field": "dealer_flow_risk", "direction": "asc" },
    { "field": "harvest_score",    "direction": "desc" }
  ],
  "select": ["symbol","dealer_flow_risk","harvest_score","regime","atm_iv"],
  "limit":  20
}
X-Api-Key

Stored locally in your browser. Never sent to flashalpha.com.

Request Body (JSON)
POST https://lab.flashalpha.com/v1/screener
Response

Hook these into your stack

All 12 recipes run on the Live Screener. Growth: 20 symbols per recipe. Alpha: ~250 symbols + formulas + strategy scores.

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