Choose how you want to
use
FlashAlpha.
billed annually ($2,868/yr)
- 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
billed annually ($14,388/yr)
- 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=flowsigns GEX & levels by the session dealer-inventory change from the tape (structural vs flow) - 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
billed annually ($756/yr)
- 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
Score the structure before you place it: directional VRP tells you which side is rich, skew confirms it, and key levels mark where to set the wings.
curl -H "X-Api-Key: YOUR_KEY" \ "https://lab.flashalpha.com/v1/vrp/SPY"
{
"symbol": "SPY",
"vrp": 2.9,
"directional_vrp": { "put_side": 3.6, "call_side": 1.4 },
"structure_scores": { "put_credit_spread": 0.81, "iron_condor": 0.42 }
}
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.
Stop guessing structure, score the trade with directional VRP and skew.
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
5 requests / day
2,500 requests / day
Use with your AI via MCP
Connect FlashAlpha to your favorite AI tools in one click.
Learn more about MCPOne-click MCP setup
Works with any MCP client
Frequently Asked Questions
Everything you need to know before using the API.
Q
Why are iron condors often the wrong structure?
VRP is usually asymmetric, the put side is richer than the call side. A symmetric condor sells cheap call premium; decomposing VRP shows when a one-sided credit spread has the better edge.
Q
How do you score a structure?
The VRP dashboard returns suitability scores per structure (condor, put/call credit spread) from directional VRP, skew and regime, so you compare candidates on edge rather than feel.
Q
Which plan do I need for structure scoring?
Key levels are Free and vol/skew is Growth; the VRP dashboard with directional VRP and structure scores is Alpha.
Q
Is the edge backtested?
Yes, the put-credit-spread study above runs an 8-year backtest with market-maker fills and a VRP signal, so you can see drawdowns, not just averages.
Growth
billed annually ($2,868/yr)
Strike placement with real inputs: skew and smile context, walls and flip for the range, expected move for the wings, vol timing for the entry.
- Skew and smile context - place strikes where vol is actually sold
- Walls, flip and key levels - define the range before the condor does
- Expected move - wing width from the market's own forecast
- IV-RV spread timing - enter credit structures when premium is actually there
When Alpha instead: directional VRP and structure scoring choose condor vs spread vs calendar on measured edge, and the full skew-term matrix prices every wing per expiry.
Compare All Plans