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.
Help us double down on what's working, instead of guessing. Takes 5 seconds, totally optional.
For premium sellers & call writers
Sell premium when volatility is genuinely rich, and stand down when it isn't.
VRP z-scores and percentiles tell you when implied vol is statistically rich versus realized; IV rank and term structure time the entry; max pain frames the strikes.
Free tier, no card required · Cancel anytime · Live in 60 seconds
Implied vs realized volAAPL
Implied vol (IV)22.4%
Realized vol (HV20)15.1%
VRP +7.3 · 86th pctrich: selling favored
Same JSON live & historical
No lookahead bias
REST + Python/JS/C#/Go/Java SDKs
6,000+ tickers, computed per-tick
The problem
What the usual options data leaves you fighting
01
A high IV rank doesn't mean the premium is actually rich versus realized vol.
02
You sell into earnings and get run over by an IV move you didn't size.
03
Pins and walls drift your tested short strikes after you're on the trade.
What FlashAlpha gives you
Quantify the edge before you sell: VRP measures implied minus realized, z-scored and percentile-ranked so you know when premium is statistically rich, not just when IV looks high.
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.
Questions, answered
What is VRP and why z-score it?
Volatility risk premium is implied vol minus realized vol, the edge a seller harvests. Z-scoring and percentile-ranking it against history tells you whether today's premium is actually rich, not just high.
IV rank vs IV percentile, which should I use?
IV rank scales today's IV between its 52-week high and low; IV percentile is the share of days below today. Percentile is more robust to outliers; the guide above covers when each matters.
Which plan has VRP analytics?
Full volatility and IV-rank data is Growth; the VRP dashboard (z-score, percentile, directional VRP, regime) and historical VRP percentiles are Alpha.
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.
Recommended plan
Growth$239/mo
billed annually ($2,868/yr)
Growth covers full vol and IV-rank data; Alpha adds VRP analytics so you sell premium only when it is statistically rich.
VRP z-scores and percentiles tell you when implied vol is statistically rich versus realized; IV rank and term structure time the entry; max pain frames the strikes.
