API Pricing
Real-time options Greeks & exposure analytics via REST API.
Start free - upgrade when you need more.
Plans below are licensed for personal / single-team use. For redistribution, embedding, white-label or business use, see commercial pricing.
- 5 requests/day
- 15-minute data freshness
- GEX by strike (docs) - single expiry
- Call wall, put wall, gamma flip levels (docs)
- BSM Greeks & IV calculator (docs)
- Stock quotes & vol surface (docs)
- Community support
- Everything in Free
- 100 requests/day
- 15-second freshness - near-live data
- ETFs & index symbols (SPY, QQQ, IWM, SPX, VIX, RUT...)
- DEX, VEX, CHEX (docs) - delta, vanna, charm exposure
- Max pain analysis (docs) - pain curve, pin probability, dealer alignment
- Market Overview - daily multi-section dealer positioning, vol & skew analysis
- Email support
- Official SDKs (Python, JS, C#, Go, Java)
- Everything in Basic
- 2,500 requests/day
- 15-second freshness - near-live data
- Full-chain GEX (docs) - all expirations aggregated
- 0DTE analytics (docs) - pin risk, expected move, gamma regime
- Flow Analytics (docs) - simulation-aware GEX/DEX/levels/pin-risk/dealer-risk recomputed on intraday effective OI
- Options chain (docs) with full Greeks & IV
- Volatility analytics (docs) - realized vol, skew, term structure
- AI narrative (docs) - verbal exposure analysis
- Kelly criterion position sizing
- Extended Market Overview - full-chain exposure, VRP, term structure, advanced vol sections
- Live Screener (docs) - 20-symbol Tier 1 universe, filter trees, cascading expiry/strike/contract filters
- Priority email support
- Everything in Growth
- Unlimited requests - no daily cap
- Live Screener (full) (docs) - ~250 symbols, formulas, strategy scores (harvest, dealer-flow-risk, iron-condor)
- Historical API (docs) - replay GEX, VRP, dealer regime, max pain at any minute since 2018
- VRP analytics (docs) - z-score, regime, strategy scores, directional decomposition
- SVI vol surfaces (docs) - calibrated parameters, arbitrage detection, variance swaps
- Higher-order Greeks (docs) - vanna, charm, volga, speed surfaces
- No cache - real-time data, fresh on every request
- SVI-smoothed IV on every option quote (
svi_vol) - OI simulator state + Flow bundle (docs) - unclamped simulated OI, effective OI per contract, one-call
/v1/flow/live - Raw Flow Data tape (docs) - per-symbol option/stock trades, blocks, minute history, cross-symbol leaderboards & outliers
- 99.9% uptime SLA
Find your tier by trading style
Most users land on Basic for SPY/SPX wall watching or Growth for active 0DTE and volatility work. Pick the persona that fits.
- Kicking the tires before paying or pitching to a team
- Sporadic single-name GEX glance: NVDA, TSLA, AAPL, AMD
- BSM Greeks & IV calculator for personal pricer validation
- Educators / content creators citing GEX walls in posts
- Python notebook learners building first GEX charts
- Cross-checking a broker's Greeks display
- Daily check: SPX / SPY gamma flip, call wall, put wall
- OPEX week pin trader using max pain & pin probability
- Sells covered calls / cash-secured puts on SPY, QQQ, IWM
- Dealer-flow-aware swing trader (vanna / charm exposure)
- Reads Market Overview for daily institutional positioning
- LLM agent doing periodic index-symbol briefings
- 0DTE SPX / SPY: pin risk score, expected move, gamma regime
- Iron condor / butterfly desks sizing wings by pin probability
- Discretionary day trader using AI exposure narrative pre-open
- Vol relative-value: realized vol, IV-RV spread, skew, term structure
- Spread / calendar pricing across full chain Greeks & IV
- Tier 1 screener (20 symbols) for daily idea generation
- Kelly-sized covered-call writer or systematic operator
- ML feature store: aggregate charm & vanna exposure as predictive features (FlashAlpha is the only public source for these aggregates - one customer reports 4 of their top 5 features come from us)
- Quant research backtests using Historical API (replay GEX, VRP, dealer regime, max pain at any minute since 2018)
- Cross-sectional model training: harvest GEX / DEX / VEX / CHEX / VRP across the full universe at regular cadence
- Vol arbitrage: SVI calibration, butterfly & calendar arb detection, variance swap fair values
- Systematic strategy selector via VRP z-score & GEX-conditioned regime
- Risk desk consuming higher-order Greek surfaces (vanna, charm, volga, speed)
- Real-time prop desk needing fresh data + 99.9% SLA
- Full universe screener (~250 names, custom formulas, strategy scores)
- Always-on dealer-positioning feed for high-frequency systematic operations
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.”
“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.”
“First day live: 3 trades, 3 winners. More importantly, it blocked 30+ bad signals, including 5 institutional put trades that would have lost money.”
“Integrating FlashAlpha into our systematic 0DTE SPX iron condor regime scoring. GEX regime, dealer hedging estimates, and vol surface are exactly what we needed.”
Building a product, polling hard, or licensing the data?
Pick the commercial tier that matches your job-to-be-done. Standard plans above (Free / Basic / Growth / Alpha) are licensed for personal or single-team internal use only.
Early-stage paid newsletter, SaaS, or trading room. Growth-equivalent quotas + redistribution up to caps, on shared infra.
Quants, prop desks, systematic researchers polling at high rates. Dedicated server, single-team licence, no redistribution.
Production SaaS, paid newsletters, brokerage white-labels. = Quant Pro + $1k/mo redistribution add-on.
On-prem, multi-region, streaming (WebSocket / SSE), custom signals or feature engineering, custom SLA, white-label brokerage.
Already on Alpha and need to scale further?
Existing customers can email sales directly for Quant Pro / Alpha Node / custom enterprise upgrade scoping.
License FlashAlpha data for redistribution, embedding, or white-label use
FlashAlpha is the data source of record for institutional-grade options exposure analytics - GEX, DEX, VEX, CHEX, max pain, SVI vol surfaces, VRP, dealer-positioning regimes - and the only public source for aggregate charm and vanna exposure. If you publish, embed, resell, white-label, or display FlashAlpha data inside your own product, newsletter, dashboard, trading room, or research note, you need a redistribution license. Standard subscription tiers (Free, Basic, Growth, Alpha) are licensed for personal / single-team use only.
- SaaS / dashboard products embedding GEX, DEX, VEX, CHEX charts
- Paid newsletters / Substacks publishing daily exposure levels
- Discord / Telegram / Slack trading rooms posting live levels
- Mobile / web trading apps surfacing dealer positioning
- Research firms publishing market commentary & charts
- Educational courses, paid research & institutional training
- White-label options analytics for brokerages & trading platforms
- Always-on data feed with dedicated compute & SLA
Three commercial tiers: Startups Plan from $599/mo (early-stage, redistribution up to caps), Quant Pro from $2,999/mo (dedicated compute, single team, no redistribution), Alpha Node from $3,999/mo (= Quant Pro + redistribution rights).
See Commercial PricingCompare Plans
Detailed feature breakdown across all tiers
| Free | Basic | Growth | Alpha | |
|---|---|---|---|---|
| Limits & Access | ||||
| Daily API requests | 5 | 100 | 2,500 | Unlimited |
| Ticker coverage | 6,000+ individual equities | + ETFs & indexes | + ETFs & indexes | + ETFs & indexes |
| ETFs & indexes (SPY, QQQ, SPX, VIX...) | - | |||
| Data freshness?Every endpoint is served from an in-memory snapshot. Your plan's window is how stale that snapshot can get before we refresh upstream. Cache is shared: when anyone triggers a refresh, everyone benefits. A single-flight guard collapses concurrent requests into one upstream fetch - no thundering herd. | 15 min | 15s | 15s | No cache |
| Official SDKs (5 languages) | ||||
| Market Overview page | - | Extended | Extended | |
| Historical API (replay since 2018) | - | - | - | |
| Swagger playground | ||||
| Exposure Analytics | ||||
| GEX by strike (single expiry) | ||||
| GEX full chain (all expirations) | - | - | ||
| DEX / VEX / CHEX by strike | - | |||
| Key levels (gamma flip, walls, max pain) | ||||
| Exposure summary (net GEX/DEX/VEX/CHEX) | - | - | ||
| Exposure narrative (verbal analysis) | - | - | ||
| Dealer hedging estimates (+/-1%) | - | - | ||
| Max pain (pain curve, pin probability, dealer alignment) | - | |||
| 0DTE Analytics | ||||
| 0DTE gamma regime & flip | - | - | ||
| Pin risk scoring (0-100) | - | - | ||
| Expected move (full-day & remaining) | - | - | ||
| Theta decay & gamma acceleration | - | - | ||
| 0DTE dealer hedging (+/-0.5%, +/-1%) | - | - | ||
| 0DTE vol context (IV ratio, vanna) | - | - | ||
| Market Data | ||||
| Stock quotes (bid/ask/mid/last) | ||||
| Option quotes with BSM Greeks | - | - | ||
| SVI-smoothed IV on option quotes | - | - | - | |
| Stock summary (price, IV, exposure, macro) | ||||
| Pricing & Sizing | ||||
| BSM Greeks (1st, 2nd, 3rd order) | ||||
| IV solver (Newton-Raphson) | ||||
| Kelly criterion position sizing | - | - | ||
| Volatility Analytics | ||||
| IV surface grid (public, cached) | ||||
| Realized vol (5d/10d/20d/30d/60d) | - | - | ||
| IV-RV spreads & VRP assessment | - | - | ||
| Skew profiles (10d/25d put/call) | - | - | ||
| Term structure (contango/backwardation) | - | - | ||
| GEX by DTE & theta by DTE | - | - | ||
| Hedging scenarios (+/-1%, +/-2%, +/-5%) | - | - | ||
| Advanced Volatility Alpha | ||||
| Raw SVI parameters per expiry | - | - | - | |
| Total variance surface grid | - | - | - | |
| Butterfly & calendar arbitrage detection | - | - | - | |
| Variance swap fair values | - | - | - | |
| Greeks surfaces (vanna, charm, volga, speed) | - | - | - | |
| Implied forward prices | - | - | - | |
| VRP Analytics Alpha | ||||
| VRP spreads & z-score | - | - | - | |
| Directional VRP (call vs put) | - | - | - | |
| GEX-conditioned regime analysis | - | - | - | |
| Strategy suitability scores | - | - | - | |
| Dealer flow risk assessment | - | - | - | |
| Live Screener docs → | ||||
| POST /v1/screener | - | - | ||
| Universe size | - | - | 20 symbols | ~250 symbols |
| Max rows per request | - | - | 10 | 50 + offset |
| Cascading stock/expiry/strike/contract filters | - | - | ||
| Custom formulas (computed fields) | - | - | - | |
| Strategy scores (harvest, dealer-flow-risk, iron-condor, etc.) | - | - | - | |
| Support | ||||
| Email support | Priority | Priority | ||
| Dedicated Discord channel | - | - | - | |
| 99.9% uptime SLA | - | - | - | |
Endpoint tiers
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Core
Free+
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Exposure
Free+ · equities
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Greeks Exposure
Basic+ · ETFs & indexes
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Advanced
Growth+
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Alpha
Alpha only
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Built for quantitative trading teams, independent researchers, and fintech developers