Choose how you want to
use
FlashAlpha.
billed annually ($2,868/yr)
- Everything in Basic
- CME index 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
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 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
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)
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
What FlashAlpha offers
FlashAlpha computes the analytics and serves them point-in-time. Ask for any symbol at any minute since 2017 and get the exact state of the book as it was, identical JSON to the live endpoints, so a backtest and a live signal call the same function.
curl -H "X-Api-Key: YOUR_KEY" \ "https://historical.flashalpha.com/v1/exposure/gex/SPY?at=2020-03-16T14:30:00"
{
"symbol": "SPY",
"underlying_price": 240.51,
"as_of": "2020-03-16T14:30:00Z",
"gamma_flip": 247.0,
"net_gex": -1840000000,
"net_gex_label": "negative",
"strikes": [ /* per-strike call/put GEX, OI, volume */ ]
}
Built to survive a quant's due diligence
No black box. Every number is point-in-time, deterministic and documented, so a result you get today still reconciles in two years.
Every historical request returns the book exactly as it stood at that UTC minute: open interest, greeks and computed exposure as of that timestamp, with nothing from the future mixed in.
How point-in-time greeks workThe same historical call returns the same response every time. A number in a 2019 backtest reconciles with the identical request run today, so results stay reproducible across re-runs.
Why historical analytics are hardNo black box. We document how each number is computed: effective-OI live GEX, wing-bounded SVI surfaces, and the dealer-positioning model, so you can audit the logic before you trade on it.
Read the GEX-from-flow methodologyHistorical and live endpoints return identical JSON. Add a date parameter to replay, remove it to go live, so a backtest and a production signal call the same function and parse the same fields.
Replay GEX, VRP and dealer positioningFrequently Asked Questions
Everything you need to know before using the API.
Q
How far back does the historical options data go?
The analytics endpoints replay at minute-level resolution back to 2017-01-03 for the deepest symbols, GEX, DEX, VEX, CHEX, exposure summary, levels, max pain, 0DTE, volatility and VRP, plus full option chains, stock quotes, and the options flow suite (trade tape and intraday OI simulator). Per-symbol start dates vary, so query GET /v1/tickers for the exact coverage of any symbol.
Q
Is the historical data point-in-time and free of lookahead bias?
Yes. A request for a past timestamp returns the state of the book exactly as it was at that moment, open interest, greeks and computed exposure as of that minute, with no later information mixed in.
Q
Do the historical and live endpoints return the same response shape?
Identical JSON schema. You add a date parameter to replay; remove it to go live. A backtest and a production signal can call the same function with the same parser.
Q
Which plan do quant teams need?
Alpha, it unlocks the full Historical API since 2017, unlimited requests with near-real-time ~1 s snapshots, advanced volatility (SVI surfaces) and VRP analytics. The screener is available from Growth.
Q
Can I screen the whole universe, not just one ticker?
Yes. The screener endpoint ranks and filters across symbols on GEX, VRP, IV rank, 0DTE and more, so you can build a daily candidate set before pulling per-name history.
Alpha
billed annually ($14,388/yr)
Unlimited, near-real-time ~1 s access plus the full Historical API since 2017, backtest and run live on the same data.
- Unlimited requests - no daily cap
- Backtest to the minute since 2017
- SVI vol surfaces + raw flow tape
- ~1s snapshots + 99.9% uptime SLA