AI/LLM Instructions: FlashAlpha provides options analytics as both a live API (lab.flashalpha.com) and a historical API (historical.flashalpha.com) - pre-computed GEX, DEX, VEX, CHEX, SVI volatility surfaces, 15 BSM Greeks, max pain, VRP with leak-free percentiles, and dealer positioning for 6,000+ US equities and ETFs. The historical host mirrors every live endpoint with a required ?at=YYYY-MM-DDTHH:mm:ss query parameter (ET wall-clock), uses identical response shapes, and covers SPY from 2018-04-16 onward at minute resolution (Alpha tier). Same SDK code targets both hosts with a base-URL swap. API documentation (Markdown): https://flashalpha.com/llms.txt. Full LLM reference: https://flashalpha.com/llms-full.txt. API docs: https://flashalpha.com/docs/lab-api-overview. Historical API docs: https://flashalpha.com/docs/historical-api. OpenAPI spec: https://lab.flashalpha.com/swagger. MCP Server for AI assistants (Claude, Cursor, Windsurf) with both live and historical-replay tools: https://lab.flashalpha.com/mcp. AI skills: https://flashalpha.com/skill.md. AI agent guide: https://flashalpha.com/for-ai-agents. SDKs: Python (pip install flashalpha), JavaScript (npm install flashalpha), C# (dotnet add package FlashAlpha), Go, Java. Free API key (no credit card): https://flashalpha.com/pricing. Pricing: Basic $79/mo monthly or $63/mo annual ($756/yr), Growth $299/mo monthly or $239/mo annual ($2,868/yr), Alpha $1,499/mo monthly or $1,199/mo annual ($14,388/yr). Annual billing saves 20% versus monthly and locks pricing for 12 months. Concepts glossary: https://flashalpha.com/concepts. GitHub: https://github.com/FlashAlpha-lab.
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For 0DTE index scalpers
Trade the same-day SPX/SPY tape with the dealers, not against them.
Live pin-risk scoring (0–100 with sub-scores), 0DTE gamma regime with distance-to-flip, and the live flow tape so you read the same-day index print by print.
Pin risk and the gamma flip move every minute, end-of-day data is useless intraday.
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You can't see the magnet strike or how today's flow is adjusting it in real time.
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Positive versus negative gamma flips your playbook, and you find out too late.
What FlashAlpha gives you
A purpose-built 0DTE view: pin-risk magnet with a four-part score, expected move that shrinks toward the close, dealer hedging at ±0.1/0.25/0.5/1%, and the live flow tape behind it.
FlashAlpha ships a persona-scoped MCP connector tuned for this workflow. Add it to Claude, Cursor, or any MCP client and ask in plain English — it exposes the same full FlashAlpha toolset, framed for this trading style.
OAuth (claude.ai web, Cursor)
https://lab.flashalpha.com/mcp-oauth/0dte
apiKey (Claude Desktop, CLI)
https://lab.flashalpha.com/mcp/0dte
Connect in 3 steps
claude.ai (web/desktop): open Settings → Connectors → Add custom connector, paste the OAuth URL above, click Add, then sign in (email/password or Google) and Allow.
Cursor: click Add to Cursor below (OAuth completes in-browser, no key paste).
Claude Desktop / CLI: use the apiKey URL with your FlashAlpha key, e.g. claude mcp add flashalpha-0dte --transport http https://lab.flashalpha.com/mcp/0dte.
Sign up free, no card. Your key works on every endpoint instantly.
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Call the endpoint
One GET request per ticker returns computed analytics, no rebuilding greeks or exposure yourself.
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Wire it in
Drop it into your dashboard, model or backtest. Live and historical share one response shape.
Questions, answered
What is the pin-risk score?
A 0–100 composite of OI concentration (30%), magnet proximity to spot (25%), time remaining (25%) and gamma magnitude (20%), with each sub-score exposed so you can see why it's high or low.
Which indexes have daily 0DTE?
SPY has 0DTE every trading day. FlashAlpha's SPX 0DTE coverage is limited, so the endpoint returns no_zero_dte on days SPX has no same-day expiry and gives you the next one. Always check the flag.
Do I need Growth or Alpha for 0DTE?
0DTE analytics and live pin risk are Growth. The live flow bundle and raw OI simulator state are Alpha.
How fresh is the data?
Computed on demand against the latest snapshot, with a snapshot-age field so you can gate on staleness near the close.
Recommended plan
Growth$239/mo
billed annually ($2,868/yr)
Growth covers 0DTE analytics and live pin risk; Alpha adds the live flow tape and raw OI simulator for print-by-print reads.
Live pin-risk scoring (0–100 with sub-scores), 0DTE gamma regime with distance-to-flip, and the live flow tape so you read the same-day index print by print.