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Choose how you want to
use FlashAlpha.

Recommended for earnings traders
Growth $239/mo

billed annually ($2,868/yr)

Price the print before you trade it: the earnings calendar, straddle-implied expected move, per-name IV-crush history and the full volatility profile through the announcement window.
  • Everything in Basic
  • CME futures (ES=F, NQ=F) - full-chain GEX, flow & levels on options-on-futures
  • 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
Alpha $1,199/mo

billed annually ($14,388/yr)

When Alpha instead: earnings VRP scores whether the premium is rich against the name's own history, strategy scoring ranks the five standard structures per event, and the screener sweeps every upcoming report at once.
  • Everything in Growth
  • Unlimited requests - no daily cap
  • Live Screener (full) (docs) - ~250 symbols, formulas, strategy scores (harvest, dealer-flow-risk, iron-condor)
  • Backtest to the minute since 2017 (Historical API) - replay GEX, VRP, dealer regime & max pain at any minute; no lookahead; same response shape as live
  • 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
  • Flow polarity (guide) - ?polarity=flow signs GEX & levels by measured dealer position (long vs short gamma)
  • Unusual flow signals (docs) - scored sweep/block feed with NBBO aggressor, opening bias, intent + watchlist tilt roll-up
  • Raw Flow Data tape (docs) - per-symbol option/stock trades, blocks, minute history, cross-symbol leaderboards & outliers
  • 99.9% uptime SLA
Basic $63/mo

billed annually ($756/yr)

Basic has no earnings suite and no vol data - it is a levels tier. The calendar, expected move and IV-crush history start at Growth.
  • Everything in Free
  • 250  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)

What FlashAlpha offers

Single-name VRP behaves very differently around earnings than index VRP, which is exactly when sizing matters most. Combine VRP percentiles, IV rank and the straddle-implied expected move to price the print before you trade it.

One call, ready to use
curl -H "X-Api-Key: YOUR_KEY" \
  "https://lab.flashalpha.com/v1/earnings/expected-move/NVDA"
Response 200 OK
{
  "symbol": "NVDA",
  "earnings_date": "2026-08-26",
  "session": "amc",
  "days_to_event": 21,
  "expected_move": {
    "raw_straddle_pct": 7.2,
    "earnings_implied_pct": 6.9,
    "baseline_drift_pct": 2.1,
    "earnings_iv": 71.3,
    "term_iv_post_event": 48.6
  }
} 

Why Growth is the better choice

Near Real-Time Data

15-second updates keep your strategies in sync with the market.

Full Market Structure

Access complete options chain analytics including Full GEX, DEX and Max Pain.

Institutional Analytics

Flow Analytics, Volatility Analytics and AI-powered market narratives.

Broader Market Coverage

Trade stocks, ETFs, indexes and futures from one API.

Built for Automation

2,500 daily requests with official SDKs for production applications.

Designed to Scale

From personal dashboards to trading systems without hitting Free plan limits.

Know how rich the earnings move is priced, before you trade it.

Implied vs realized vol NVDA
Implied vol (IV)22.4%
Realized vol (HV20)15.1%
VRP +7.3 · 86th pct rich: selling favored
GET STARTED

Go live in 3 simple steps

From API key to first response in under a minute.

View quickstart guide

1. Grab your API key

Sign up free, no card. Your key works on every endpoint instantly.

2. Call the endpoint

One GET request per ticker returns computed analytics, no rebuilding greeks or exposure yourself.

3. Wire it in

Drop it into your dashboard, model or backtest. Live and historical share one response shape.

Build your first options analytics dashboard in minutes

Real-time options data, gamma exposure, key levels and more - all in one simple API.
REST API
MCP Ready
Live market analytics
Start Free Learn the API
5 requests / day
Start Growth Built for production
2,500 requests / day

Trusted by quantitative traders and AI builders
Powering dashboards, bots and trading tools worldwide.

Use with your AI via MCP

Connect FlashAlpha to your favorite AI tools in one click.

Learn more about MCP
or any MCP-compatible AI

One-click MCP setup

https://lab.flashalpha.com/mcp

Works with any MCP client

FAQ

Frequently Asked Questions

Everything you need to know before using the API.

Q Does VRP work on single names or just the index?

Both, and single-name VRP behaves very differently around earnings than index VRP, which is exactly when sizing matters most.

Q How do I see the expected move into a print?

The earnings expected-move endpoint decomposes the front-expiry straddle into the earnings jump versus baseline drift, so you read the move priced for the event itself, not just the total straddle.

Q Is there a persona MCP connector for earnings?

Yes. Add https://lab.flashalpha.com/mcp-oauth/earnings (or /mcp/earnings with an apiKey) and your AI assistant gets the same FlashAlpha toolset framed for earnings-vol work.

Recommended for earnings traders

Growth

$239/mo

billed annually ($2,868/yr)

Price the print before you trade it: the earnings calendar, straddle-implied expected move, per-name IV-crush history and the full volatility profile through the announcement window.

  • Earnings calendar + expected move - the implied jump, decomposed
  • IV-crush estimate + per-name history - what this name actually does post-print
  • IV-RV spread into the ramp - time entries against the pre-event build
  • 15-second freshness - through the announcement window itself
Start Growth

When Alpha instead: earnings VRP scores whether the premium is rich against the name's own history, strategy scoring ranks the five standard structures per event, and the screener sweeps every upcoming report at once.

Compare All Plans

Ready to build with FlashAlpha?

Single-name VRP, IV rank and the straddle-implied expected move tell you whether the print is over- or under-priced, so you size into earnings instead of getting run over by IV crush.

No credit card required Setup in 60 seconds Secure & reliable