# flashalpha MCP server

Real-time options analytics: GEX, exposure, greeks, volatility, VRP for US equities

## Links
- Registry page: https://www.getdrio.com/mcp/io-github-tdobrowolski1-flashalpha
- Repository: https://github.com/FlashAlpha-lab/flashalpha-mcp

## Install
- Endpoint: https://lab.flashalpha.com/mcp
- Auth: Not captured

## Setup notes
- Remote endpoint: https://lab.flashalpha.com/mcp

## Tools
- get_strategy (Get Strategy Signal) - Get a strategy decision envelope for one of 10 options-based trading signals. signal enum values and what each answers:
• flow_anomaly — directional options-flow imbalance: is call/put premium skewing bullish or bearish?
• expiry_positioning — OPEX pin risk and iron-fly setup: should you fade into expiry?
• zero_dte — same-day range compression: what is the 0DTE expected range and dealer regime?
• dealer_regime — dealer gamma regime classifier: positive vs negative gamma and hedging pressure.
• vol_carry — VRP carry credit-spread selection: is IV elevated enough to sell premium via credit spreads?
• yield_enhancement — covered-call / cash-secured-put income overlay: optimal strike for yield capture.
• surface_anomaly — SVI residual rich/cheap wing detection: where is the vol surface mispriced?
• skew — 25-delta skew / risk-reversal signal: put vs call skew balance and direction.
• term_structure — ATM-IV term-structure signal: contango vs backwardation and roll opportunities.
• tail_pricing — downside-tail richness signal: are OTM puts cheap or expensive vs history? Endpoint: https://lab.flashalpha.com/mcp
- get_vix_state (VIX Regime State) - VIX regime vs SPX realized volatility: overvixing/undervixing/neutral label, spread (VIX minus SPX RV20d), ratio, and interpretation. Use to classify fear gauge premium, identify contango/backwardation in vol term structure, assess short-vol vs long-vol environment, or time volatility-selling strategies. Endpoint: https://lab.flashalpha.com/mcp
- get_surface (Get IV Surface) - Get the live 50x50 implied-volatility surface grid over (tenor, log-moneyness). Built from OTM contract IVs with bilinear interpolation. Endpoint: https://lab.flashalpha.com/mcp
- get_stock_summary (Get Stock Summary) - Get comprehensive stock summary: price, ATM IV, historical vol, VRP, skew, term structure, options flow, exposure data, and macro context (VIX, Fear & Greed, yield curve). Endpoint: https://lab.flashalpha.com/mcp
- get_stock_flow (Stock Trade Flow) - Raw intraday stock trade-flow for one symbol. Views: 'recent' (recent stock trades, newest first), 'summary' (stock trade-flow totals), 'blocks' (large stock trades), 'history' (minute stock-flow buckets, newest first), 'cumulative' (cumulative net stock flow), 'bars' (multi-resolution OHLCV+flow bars, oldest first, for live chart feeds). Endpoint: https://lab.flashalpha.com/mcp
- get_historical_exposure_summary (Get Historical Exposure Summary) - Replay the full exposure summary (net GEX/DEX/VEX/CHEX, regime, hedging estimates, top strikes) at any minute since April 2018. Alpha tier. Endpoint: https://lab.flashalpha.com/mcp
- post_screener (Screener / Scan & Rank Symbols) - Find, rank, and compare symbols across the whole universe in ONE call. Use this whenever the user does NOT name a single ticker but asks which / what / find / scan / screen / rank / top / most / highest / lowest across stocks (e.g. 'which names have the most negative gamma', 'rank tickers by VRP', 'highest IV stocks right now', 'most pinned symbols today', 'cheap IV with positive gamma'). Prefer this over calling per-symbol tools in a loop. Cross-sectional screen/rank by GEX, VRP, 0DTE dominance, IV/term structure, skew, dealer risk, and strategy scores, with filters, sort, select, and custom formulas. Growth = top 10 symbols; Alpha = ~250 symbols + formulas. Endpoint: https://lab.flashalpha.com/mcp
- get_historical_advanced_volatility (Get Historical Advanced Volatility) - Replay advanced volatility analytics (SVI parameters, forward prices, total variance surface, arbitrage flags, greek surfaces, variance swap fair values) at any minute since April 2018. EOD-stamped (SVI fits refresh daily). Alpha tier. Endpoint: https://lab.flashalpha.com/mcp
- get_historical_chex (Get Historical CHEX) - Replay charm exposure (CHEX) by strike at any minute since April 2018. Alpha tier. Endpoint: https://lab.flashalpha.com/mcp
- get_tickers (List Available Tickers) - List all available stock/ETF tickers with live options data. Endpoint: https://lab.flashalpha.com/mcp
- get_levels (Get Key Options Levels) - Get key options levels: gamma flip point, call wall, put wall, max pain, highest OI strike. These act as support/resistance from dealer hedging. Endpoint: https://lab.flashalpha.com/mcp
- get_flow_scan (Flow Leaderboard / Outliers) - Cross-symbol options/stock flow leaderboard (biggest buyers/sellers by net notional) and flow outliers (most imbalanced symbols) across the universe. asset: 'options' | 'stocks'. kind: 'leaderboard' (ranked net notional buyers/sellers) | 'outliers' (flow outlier scan, ranked by absolute net notional). Endpoint: https://lab.flashalpha.com/mcp
- get_vrp (Get VRP Dashboard) - Get volatility risk premium (VRP) dashboard: live IV vs realized vol, VRP percentiles, term structure, regime classification, strategy scores, and macro context. Endpoint: https://lab.flashalpha.com/mcp
- get_expected_move (Expected Move) - Straddle-implied expected move per expiry: 1-sigma dollar and percent range, upper/lower bounds, straddle price, and ATM IV. Use to size trades, evaluate premium levels, or compare market-implied move vs realized range. Endpoint: https://lab.flashalpha.com/mcp
- get_realized_vol (Get Realized Volatility Estimators) - Range-based realized (historical) volatility estimators over 10/20/30-day windows: close-to-close, Parkinson, Garman-Klass, Rogers-Satchell, and Yang-Zhang. Range estimators use the daily high/low/open/close and are 5–8× more statistically efficient than close-to-close. Alpha tier. Use to measure realized vol robustly, compare estimators, or feed a vol-risk-premium calc. Endpoint: https://lab.flashalpha.com/mcp
- get_advanced_volatility (Get Advanced Volatility) - Get advanced volatility analytics: SVI parameters, forward prices, total variance surface, arbitrage detection, greeks surfaces (vanna, charm, volga, speed), and variance swap fair values. Alpha tier required. Endpoint: https://lab.flashalpha.com/mcp
- get_historical_levels (Get Historical Key Levels) - Replay key options levels (gamma flip, call/put walls, highest OI strike, 0DTE magnet) at any minute since April 2018. Alpha tier. Endpoint: https://lab.flashalpha.com/mcp
- get_vrp_history (Get VRP History) - Get historical VRP time series: daily ATM IV, realized vol (5/10/20/30d), VRP, straddle price, and expected move for charting and backtesting. Endpoint: https://lab.flashalpha.com/mcp
- get_historical_narrative (Get Historical Narrative) - Replay the verbal narrative analysis (regime, key-level commentary, prior-day comparison) at any minute since April 2018. Alpha tier. Endpoint: https://lab.flashalpha.com/mcp
- post_structure_greeks (Structure Greeks) - Aggregate Black-Scholes position greeks (delta, gamma, theta, vega, rho, vanna, charm) for a multi-leg options structure. Pure math — pass legs as JSON. Different body than Structure P&L: needs a top-level `spot` and per-leg `expiry`+`impliedVol`. Endpoint: https://lab.flashalpha.com/mcp
- get_account (Get Account Info) - Get your account info: plan, daily quota limit, usage today, remaining calls. Endpoint: https://lab.flashalpha.com/mcp
- get_spot_vol_correlation (Spot-Vol Correlation) - 20-day and 60-day Pearson correlation between spot log-returns and ATM IV first-differences. Equity indices typically run strongly negative (vol spikes on spot down). Use to assess leverage effect strength, calibrate vanna/vol-of-vol hedges, or classify correlation regime. Endpoint: https://lab.flashalpha.com/mcp
- get_svi_params (SVI Surface Parameters) - Live SVI-fitted volatility surface per expiry: calibrated (a, b, rho, m, sigma) parameters, ATM total variance, and ATM IV. Use for surface reconstruction, SVI arbitrage checking, variance swap pricing, or quant vol-model inputs. Alpha tier required. Endpoint: https://lab.flashalpha.com/mcp
- get_exposure_basket (Basket Exposure) - Weighted cross-symbol aggregate of GEX, DEX, VEX, CHEX across up to 50 symbols. Equal weights when weights omitted; otherwise normalised to sum 1. Use for portfolio/basket scanner, sector exposure roll-up, or custom index dealer positioning. Endpoint: https://lab.flashalpha.com/mcp
- get_exposure_sheet (Exposure Sheet) - Unified per-strike exposure sheet: GEX, DEX, VEX, CHEX, and DAG in one response with chain totals, Line-in-the-Sand inflection strike, gamma peaks, and OPEX/triple-witching flags. Use to scan all greeks at every strike in a single call. Endpoint: https://lab.flashalpha.com/mcp
- get_liquidity (Options Liquidity) - Per-expiry option liquidity score (0-100), ATM bid-ask spread percent, OI-weighted spread, ATM OI depth, and chain-level execution quality. Labels: tight (>=75), normal (>=50), wide (>=20), illiquid (<20). Use to select the most liquid expiry, assess execution quality, or screen for tight spreads. Endpoint: https://lab.flashalpha.com/mcp
- get_flow_signals (Unusual Flow Signals) - Scored, classified unusual options activity feed: sweeps, blocks, smart money, opening bias, intent classification, scored unusual flow. Each signal includes score breakdown, greeks enrichment, and delta-notional. Set summarize=true for a cheap net bullish/bearish + opening/closing premium roll-up across the window. Endpoint: https://lab.flashalpha.com/mcp
- get_narrative (Get GEX Narrative) - Get verbal GEX narrative analysis. Describes gamma regime, key levels, dealer positioning, and price action implications in plain English. Endpoint: https://lab.flashalpha.com/mcp
- get_historical_max_pain (Get Historical Max Pain) - Replay max pain, pain curve, dealer alignment, and pin probability at any minute since April 2018. Alpha tier. Endpoint: https://lab.flashalpha.com/mcp
- get_option_chain (Get Option Chain) - Get option chain metadata: available expirations and strikes for a ticker. Endpoint: https://lab.flashalpha.com/mcp
- post_structure_pnl (Structure P&L) - At-expiry P&L curve and breakevens for a multi-leg options structure (vertical spread, iron condor, straddle, butterfly, calendar). Pure math, no market lookup — pass the legs as JSON. Endpoint: https://lab.flashalpha.com/mcp
- get_volatility_forecast (Get Volatility Forecast) - Conditional volatility forecasts: EWMA (RiskMetrics, λ=0.94), HAR-RV (Corsi), and GARCH(1,1) fitted by maximum likelihood with Gaussian or Student-t innovations. Returns fitted params (omega/alpha/beta/dof), persistence, long-run vol, half-life, and a multi-horizon (1/5/21-day) forecast. Alpha tier. Use to forecast next-day/forward volatility or gauge vol mean-reversion. Pass dist='gaussian' or 'student_t' (default student_t). Endpoint: https://lab.flashalpha.com/mcp
- get_exposure_summary (Get Exposure Summary) - Get full exposure summary: net GEX/DEX/VEX/CHEX, gamma regime (positive/negative), key levels, hedging estimates, zero-DTE breakdown, top strikes. Endpoint: https://lab.flashalpha.com/mcp
- get_historical_vrp (Get Historical VRP) - Replay VRP dashboard (z-score, percentile, regime, strategy scores) at any minute since April 2018. Percentiles and z-scores are leak-free: date-bounded in SQL so the backtest only sees data strictly before the `at` timestamp. Alpha tier. Endpoint: https://lab.flashalpha.com/mcp
- get_historical_option_quote (Get Historical Option Quote) - Replay the full option chain with BSM greeks, IV, OI at any minute since April 2018. Filter by expiry, strike, and type. Alpha tier. Endpoint: https://lab.flashalpha.com/mcp
- get_universe (Symbol Universe) - Curated tier-1 / tier-2 symbol directory of symbols kept pre-warmed in the screener. Use to discover which symbols have guaranteed-warm data, check coverage before subscribing, or enumerate the tracked universe for cross-sectional scans. Endpoint: https://lab.flashalpha.com/mcp
- get_historical_volatility (Get Historical Volatility) - Replay volatility analytics (ATM IV, realised vol, IV-RV spreads, skew, term structure) at any minute since April 2018. Alpha tier. Endpoint: https://lab.flashalpha.com/mcp
- get_historical_stock_summary (Get Historical Stock Summary) - Replay the comprehensive stock summary (price, IV, VRP, exposure, flow, macro) at any minute since April 2018. Alpha tier. Endpoint: https://lab.flashalpha.com/mcp
- get_zero_dte (Get Zero-DTE Analytics) - Get zero-days-to-expiration (0DTE) analytics: intraday gamma, time decay acceleration, pin risk, dealer hedging pressure for contracts expiring today. Endpoint: https://lab.flashalpha.com/mcp
- get_vex (Get Vanna Exposure (VEX)) - Get vanna exposure (VEX) by strike. Shows how dealer hedging changes with volatility moves. Endpoint: https://lab.flashalpha.com/mcp
- get_earnings_calendar (Earnings Calendar) - Upcoming earnings calendar over a configurable forward window. Returns event date, session (bmo/amc), confirmation status, fiscal period, importance rating, consensus EPS estimate, and stored implied-move percent for each event. Filter by symbols list and minimum importance; adjust days-ahead window (1–90, default 14). Endpoint: https://lab.flashalpha.com/mcp
- get_dealer_premium (Get Dealer Net Premium) - Net dealer options premium — are dealers net buying or writing premium today (VWAP-weighted buy vs write across the full flow tape); shows whether dealers are net long or short premium over the configurable window; Alpha tier. Endpoint: https://lab.flashalpha.com/mcp
- get_dispersion (Dispersion / Correlation) - Index vs single-name implied correlation and realized correlation across a user-supplied basket. Returns correlation premium (implied minus realized), dispersion trade setup, implied vol of the index vs basket, and per-constituent vol contribution. Use for dispersion trading, correlation premium sizing, or cross-asset vol arb. Alpha tier required. Endpoint: https://lab.flashalpha.com/mcp
- get_gex (Get Gamma Exposure (GEX)) - Get gamma exposure (GEX) by strike. Shows dealer gamma positioning, gamma flip, call/put walls. Reveals where dealer hedging creates support/resistance. Endpoint: https://lab.flashalpha.com/mcp
- get_dex (Get Delta Exposure (DEX)) - Get delta exposure (DEX) by strike. Shows net dealer delta and directional bias from options hedging. Endpoint: https://lab.flashalpha.com/mcp
- calculate_greeks (Calculate Option Greeks) - Calculate Black-Scholes option greeks (delta, gamma, theta, vega, rho, vanna, charm, speed, zomma, color). Pure math — no market data needed. Endpoint: https://lab.flashalpha.com/mcp
- get_option_quote (Get Option Quote) - Get live option quote with bid, ask, mid, IV, greeks, open interest, and volume. Filter by expiry, strike, and type. Endpoint: https://lab.flashalpha.com/mcp
- get_flow_levels (Live Flow Levels) - Live (simulation-aware) gamma flip, call wall, put wall, and max pain — computed on effective OI (settled + intraday simulator delta). More current than /v1/exposure/levels during the session. Endpoint: https://lab.flashalpha.com/mcp
- get_flow_summary (Live Flow Summary) - At-a-glance simulation-aware flow card: headline flow direction (no_flow/neutral/amplifying/dampening/regime_flip), intraday delta, and live GEX with percent shift from settled. Cheap to poll across a watchlist. Endpoint: https://lab.flashalpha.com/mcp
- get_earnings_screener (Earnings Screener) - Cross-sectional earnings screener: ranks upcoming events by VRP richness, cheapest implied move, highest historical IV crush, or importance. Returns implied-move percent, premium ratio (implied / realized-median), median historical IV crush, and richness assessment for each event. Configurable forward window, row limit, and minimum importance filter. Endpoint: https://lab.flashalpha.com/mcp
- get_term_structure (Exposure Term Structure) - Per-greek exposure aggregated by DTE bucket (0-7d, 8-30d, 31-60d, 61-180d, 180d+) and per expiry. Equivalent to four separate exposure calls grouped by time. Use to understand how GEX/DEX/VEX/CHEX rolls off across the term structure. Endpoint: https://lab.flashalpha.com/mcp
- get_symbols (Active Symbols) - List of symbols currently queried with live data cached in the system. Use to see which symbols have active real-time data, check if a specific ticker has been warmed up, or enumerate what is being tracked live right now. Endpoint: https://lab.flashalpha.com/mcp
- get_historical_coverage (Get Historical Coverage) - List symbols backfilled in the historical archive with coverage windows, day counts, and gaps. Call this first to check whether a symbol + date range is queryable before sending a replay request. Alpha tier. Endpoint: https://lab.flashalpha.com/mcp
- get_volatility (Get Volatility Analysis) - Get comprehensive volatility analysis: ATM IV, realized vol (5/10/20/30d), VRP, 25-delta skew, IV term structure, GEX by DTE, theta by DTE, hedging scenarios, liquidity metrics. Endpoint: https://lab.flashalpha.com/mcp
- get_chex (Get Charm Exposure (CHEX)) - Get charm exposure (CHEX) by strike. Shows how dealer delta hedging changes as time passes — reveals time-decay-driven flows. Endpoint: https://lab.flashalpha.com/mcp
- get_historical_zero_dte (Get Historical Zero-DTE) - Replay 0DTE analytics (pin risk, expected move, gamma acceleration, dealer hedging estimates for same-day expiry) at any minute since April 2018. Alpha tier. Endpoint: https://lab.flashalpha.com/mcp
- get_flow_pin_risk (Live Pin Risk) - Live pin-risk score with full sub-score breakdown, computed on effective (simulation-aware) OI. Reflects intraday flow changes to dealer positioning. Endpoint: https://lab.flashalpha.com/mcp
- calculate_kelly (Calculate Kelly Sizing) - Compute Kelly criterion optimal position sizing for an option trade. Uses BSM expected value vs premium to find edge-maximizing bet size. Endpoint: https://lab.flashalpha.com/mcp
- get_option_flow (Option Trade Flow) - Raw intraday option trade-flow for one underlying. Views: 'recent' (recent option trades, newest first), 'summary' (option trade-flow totals by underlying), 'blocks' (large option trades by underlying), 'history' (minute option-flow buckets, newest first), 'cumulative' (cumulative net option net premium by underlying). Endpoint: https://lab.flashalpha.com/mcp
- get_flow_live (Live Flow Bundle) - Headline flow bundle in one call: effective OI state, live levels, live GEX/DEX totals, pin-risk score, and dealer-risk summary. Pass view='gex' for the full simulation-aware live GEX surface, view='dex' for live DEX, view='oi' for the raw OI simulator state (model input) — or omit view for the combined live bundle. Endpoint: https://lab.flashalpha.com/mcp
- get_historical_surface (Get Historical IV Surface) - Replay the implied volatility surface grid at any minute since April 2018. EOD-stamped (SVI parameters refresh daily). Alpha tier. Endpoint: https://lab.flashalpha.com/mcp
- get_earnings (Earnings Analytics) - Get earnings analytics for a symbol across six lenses. kind enum values:
• expected_move — earnings-implied move decomposition: splits front-expiry straddle into jump vs baseline-diffusion using pre/post-event SVI term structure.
• history — past earnings events: EPS/revenue surprises, implied vs actual moves, and realized IV crush per event.
• iv_crush — expected + historical IV-crush distribution: live crush estimate and median/p25/p75/best/worst from up to 20 past events.
• vrp — earnings vol-risk-premium: implied move vs realized-median, premium ratio, z-score, percentile, richness assessment.
• dealer_positioning — event-scoped dealer exposure: gamma flip and walls on event-week expiries, GEX by DTE bucket, charm acceleration.
• strategies — earnings strategy-suitability scores: long straddle, short strangle, iron condor, calendar spread, earnings diagonal (0–100 each). Endpoint: https://lab.flashalpha.com/mcp
- get_oi_diff (OI Day-over-Day Diff) - Day-over-day open-interest deltas: per-contract OI changes, top-N sorted by absolute magnitude, and call/put aggregate totals. Use to track new positioning, unwinding, and block print intent from OI shifts. Endpoint: https://lab.flashalpha.com/mcp
- get_flow_dealer_risk (Net Dealer Risk) - Settled vs live dealer risk shift: GEX/DEX adjustment since open, percent shifts, direction classifier (amplifying/dampening/neutral/no_flow/regime_flip), and a plain-English description of the intraday flow impact. Endpoint: https://lab.flashalpha.com/mcp
- get_skew_term (Skew Term Structure) - Volatility skew term structure per expiry: ATM IV, 25-delta and 10-delta risk reversal, butterfly spread, skew_25d (put IV minus call IV), and tail convexity. Use for put/call skew across expirations, 25-delta risk reversal, butterfly convexity, or comparing near-term vs far-term skew. Endpoint: https://lab.flashalpha.com/mcp
- get_historical_dex (Get Historical DEX) - Replay delta exposure (DEX) by strike at any minute since April 2018. Alpha tier. Endpoint: https://lab.flashalpha.com/mcp
- solve_iv (Solve Implied Volatility) - Solve for implied volatility from option market price. Reverse-engineers BSM to find what vol is priced in. Endpoint: https://lab.flashalpha.com/mcp
- get_stock_quote (Get Stock Quote) - Get real-time stock quote (bid, ask, mid, last price) for a ticker symbol. Endpoint: https://lab.flashalpha.com/mcp
- get_max_pain (Get Max Pain) - Get max pain strike, pain curve, put/call OI ratio, dealer alignment, pin probability, and per-expiration breakdown. Endpoint: https://lab.flashalpha.com/mcp
- get_historical_vex (Get Historical VEX) - Replay vanna exposure (VEX) by strike at any minute since April 2018. Alpha tier. Endpoint: https://lab.flashalpha.com/mcp
- get_historical_stock_quote (Get Historical Stock Quote) - Replay a stock bid/ask/mid at any minute since April 2018. Alpha tier. Endpoint: https://lab.flashalpha.com/mcp
- get_zero_dte_flow (Live 0DTE Flow) - LIVE simulation-aware 0DTE flow — snapshot (current net GEX/DEX, gamma flip, walls, pin score, flow direction; fresher than get_zero_dte which uses settled OI and goes stale after ~10:30 ET), series (intraday time-series of 0DTE positioning for charting), hedge_flow (estimated dealer hedge-flow delta-dollars per bar + cumulative since open). Growth+. Endpoint: https://lab.flashalpha.com/mcp
- get_historical_gex (Get Historical GEX) - Replay gamma exposure (GEX) by strike at any minute since April 2018. Returns same shape as live /v1/exposure/gex. Alpha tier. Endpoint: https://lab.flashalpha.com/mcp

## Resources
- flashalpha://tiers - FlashAlpha plan tiers (Free/Basic/Growth/Alpha) and which endpoints each unlocks — read this to explain a 403 or recommend an upgrade. MIME type: text/markdown
- flashalpha://docs/volatility - Reference for the volatility-estimation endpoints — range-based realized estimators (Parkinson, Garman-Klass, Rogers-Satchell, Yang-Zhang) and conditional forecasts (EWMA, HAR-RV, GARCH). Formulas, response shapes, and when to use each. MIME type: text/markdown
- flashalpha://docs/api - Full reference for the live FlashAlpha API at api.flashalpha.com — every endpoint (quotes, exposure, volatility, VRP, screener, account), parameters, response shapes, error codes. MIME type: text/markdown
- flashalpha://docs/screener-fields - Every field exposed by /v1/screener with type, units, and description. Use when constructing screener filters or sort orders. MIME type: text/markdown
- flashalpha://docs/mcp - Reference for the FlashAlpha MCP server — every tool, client setup snippets (Claude Desktop, Cursor, Windsurf), authentication, and example workflows. MIME type: text/markdown
- flashalpha://docs/screener - Reference for the live options screener at /v1/screener — filter DSL, sorts, computed formulas, sample queries. MIME type: text/markdown
- flashalpha://docs/historical - Full reference for historical.flashalpha.com — point-in-time replay of every analytics endpoint at minute resolution since April 2018. Documents the `at` parameter, coverage, intraday-vs-EOD data layers, and known gaps. MIME type: text/markdown
- flashalpha://glossary - Concise definitions of the options-analytics terms used across FlashAlpha tools — read this to ground GEX, dealer positioning, volatility, and flow concepts. MIME type: text/markdown

## Prompts
- earnings_play - How do I trade the ticker's earnings? Implied move, expected crush, best strategy, dealer setup. Arguments: symbol
- surface_read - Any vol-surface arb or rich/cheap wings on the ticker? SVI fit, arbitrage flags, surface anomalies. Arguments: symbol
- whats_changed - What changed since yesterday (or a reference date) on a ticker — biggest OI shifts and net exposure moves. Arguments: symbol, reference_date
- dealer_positioning_deep - Deep drill into dealer gamma by strike and DTE — per-strike walls, DAG, term structure. Arguments: symbol
- pin_risk_check - Will the ticker pin at a specific strike today? Magnet strike, pin score, and probability. Arguments: symbol
- screen_watchlist - Of a list of names, which has richest premium, strongest pin, or unusual flow? Ranked shortlist. Arguments: symbols
- flow_direction - Are big players bullish or bearish on the ticker? Net flow, opening vs closing premium. Arguments: symbol
- income_overlay - Best covered call or cash-secured put to write — strike, expiry, income tradeoffs. Arguments: symbol
- premium_selling_check - Is now a good time to sell premium? VRP richness, gamma regime support, carry structure, warnings. Arguments: symbol
- vrp_regime_check - Pull the VRP dashboard for a ticker and judge whether implied vol is rich vs realized, with strategy implications. Arguments: symbol
- daily_brief - One-screen daily brief for a ticker — price, regime, key levels, macro tone. Arguments: symbol
- dealer_regime_play - How to trade the current gamma regime — regime classification, dealer risk profile, and the strategy playbook. Arguments: symbol
- size_the_trade - How big should I size this options trade? Kelly-implied size and risk in greeks terms. Arguments: symbol, legs
- directional_setup - Is the directional path open for a call or put? Dealer walls, expected move, IV check. Arguments: symbol
- tail_hedge_check - Is downside protection cheap on the ticker? Tail richness, put/put-spread cost vs historical. Arguments: symbol
- zero_dte_live - Live, intraday 0DTE read on a ticker (not stale settled OI). Fetches the live snapshot, intraday series, and dealer hedge-flow then synthesises the current 0DTE regime. Arguments: symbol
- skew_read - What is skew telling you — put/call skew, 25-delta risk reversal, positioning/fear implications. Arguments: symbol
- dispersion_check - Is index vol cheap vs single names? Implied correlation, dispersion-trade signal.
- market_regime - What regime is the market in? Risk-on/off, vol term structure, correlation backdrop.
- earnings_screen - Which names have rich earnings vol this week? Top names by earnings VRP with dates.
- end_of_day_recap - Recap the ticker's positioning into the close — where it sits vs key levels and the day's OI shifts. Arguments: symbol
- ask_flashalpha - Answer any options, GEX, vol, flow, or earnings question — classify it, call the most relevant tools, and synthesise a plain-English answer backed by live data. Arguments: question, symbol
- iv_crush_estimate - How much will IV drop after the ticker's earnings print? Expected crush magnitude vs historical. Arguments: symbol
- analyze_exposure - Walk through the full dealer-positioning picture for a ticker — gamma regime, key levels, hedging pressure, 0DTE contribution. Arguments: symbol
- whats_the_setup - Best options trade on the ticker right now — highest-conviction setup ranked by signal scores. Arguments: symbol
- term_structure_read - Is the ticker's vol term structure contango or backwardation? Front vs back IV, carry implications. Arguments: symbol
- gamma_flip_watch - How close is the ticker to flipping short-gamma? Distance in $ and %, and what short-gamma would mean. Arguments: symbol
- basket_exposure - Aggregate gamma exposure across a watchlist — net basket GEX/DEX and dominant contributors. Arguments: symbols
- vol_check - Is vol cheap or expensive? IV vs realised, VRP percentile, VIX regime — cheap/rich verdict. Arguments: symbol
- expected_move - How far can the ticker move by expiry? 1-sigma move in $ and %, straddle-implied bounds. Arguments: symbol, expiry
- unusual_flow - Any unusual options activity in the ticker? Sweeps, blocks, scored signals. Arguments: symbol
- zero_dte_brief - Pre-session brief for 0DTE trading — pin risk, expected move, gamma acceleration, dealer hedging tilts. Arguments: symbol
- compare_tickers - Side-by-side comparison of two tickers — which has the better regime, vol, levels, and setup right now? Arguments: symbol_a, symbol_b
- historical_comparison - Compare current dealer positioning to a past reference date — useful for 'is this like 2020-03-16?' style questions. Arguments: symbol, reference_date
- explain_metric - Explain an options or dealer-flow metric in plain English, with a live example if a ticker is implied. Arguments: metric
- credit_spread_picker - What credit spread to sell today — put/call spread or condor, with the edge thesis. Arguments: symbol
- smart_money_scan - Where's the smart money today? Standout names and contracts across the universe.
- price_contract - Fair price and greeks for a specific option — market quote, model greeks, implied vol. Arguments: symbol, expiry, strike, type
- analyze_structure - P&L and greeks for a multi-leg spread the user provides as a JSON legs array. Arguments: legs
- intraday_hedging_map - Which way will dealers push the ticker if it moves? Dealer hedging direction and share-count on up and down moves. Arguments: symbol
- key_levels - Key support/resistance levels for a ticker — gamma flip, call/put walls, max pain, settled vs live. Arguments: symbol

## Metadata
- Owner: io.github.tdobrowolski1
- Version: 1.2.0
- Runtime: Streamable Http
- Transports: HTTP
- License: Not captured
- Language: Not captured
- Stars: Not captured
- Updated: Mar 31, 2026
- Source: https://registry.modelcontextprotocol.io