io.github.tdobrowolski1/flashalpha

Calculate Black-Scholes option greeks (delta, gamma, theta, vega, rho, vanna, charm, speed, zomma, color). Pure math — no market data needed.

Compute Kelly criterion optimal position sizing for an option trade. Uses BSM expected value vs premium to find edge-maximizing bet size.

Growth+: compare current SPY/QQQ gamma concentration with the same captured inputs excluding one expiry. Gross shares and per-strike attribution; a sensitivity calculation, not a forecast of post-expiry price or dealer inventory.

Get your account info: plan, daily quota limit, usage today, remaining calls.

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.

Get charm exposure (CHEX) by strike. Shows how dealer delta hedging changes as time passes — reveals time-decay-driven flows.

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.

Get delta exposure (DEX) by strike. Shows net dealer delta and directional bias from options hedging.

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.

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 with descriptive paired move proxies, sample counts and provenance limits. Stored IV contrasts are not verified observed before/after IV crush. • iv_crush — live cross-expiry IV contrast and legacy historical proxy distribution; inspect historical_context and method notices before interpreting comparability. • 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).

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).

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.

ATM-IV-derived 1-sigma expected move per expiry: dollar and percent range, upper/lower bounds and ATM IV. This model band is not an observed straddle price or execution breakeven.

Alpha: reconstructed SPY/QQQ ATM-IV sigma bands versus matured terminal price moves and separately measured intraperiod breaches. Pending/missing outcomes stay null. Empirical fractions are not trade win probabilities; original option timestamps are unavailable. Release pending: returns 503 historical_source_unhealthy (daily_series_disabled) until the daily-series release is enabled.

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.

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.

Get full exposure summary: net GEX/DEX/VEX/CHEX, gamma regime (positive/negative), key levels, hedging estimates, zero-DTE breakdown, top strikes.

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.

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.

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.

Live pin-risk score with full sub-score breakdown, computed on effective (simulation-aware) OI. Reflects intraday flow changes to dealer positioning.

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).

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.

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.

Get gamma exposure (GEX) by strike. Shows dealer gamma positioning, gamma flip, call/put walls. Reveals where dealer hedging creates support/resistance.

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.

Replay charm exposure (CHEX) by strike at any minute since April 2018. Alpha tier.

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.

Replay delta exposure (DEX) by strike at any minute since April 2018. Alpha tier.

Replay the full exposure summary (net GEX/DEX/VEX/CHEX, regime, hedging estimates, top strikes) at any minute since April 2018. Alpha tier.

Replay gamma exposure (GEX) by strike at any minute since April 2018. Returns same shape as live /v1/exposure/gex. Alpha tier.

Replay key options levels (gamma flip, call/put walls, highest OI strike, 0DTE magnet) at any minute since April 2018. Alpha tier.

Replay max pain, pain curve, dealer alignment, and pin probability at any minute since April 2018. Alpha tier.

Replay the verbal narrative analysis (regime, key-level commentary, prior-day comparison) at any minute since April 2018. Alpha tier.

Replay the full option chain with BSM greeks, IV, OI at any minute since April 2018. Filter by expiry, strike, and type. Alpha tier.

Alpha: daily SPY/QQQ fixed-tenor 25-delta put/call skew, risk reversal, butterfly, changes and prior-only context. EOD model reconstruction with explicit gaps and unknown original publication time; not intraday as-served replay. Release pending: returns 503 historical_source_unhealthy (daily_series_disabled) until the daily-series release is enabled.

Replay a stock bid/ask/mid at any minute since April 2018. Alpha tier.

Replay the comprehensive stock summary (price, IV, VRP, exposure, flow, macro) at any minute since April 2018. Alpha tier.

Replay the implied volatility surface grid at any minute since April 2018. EOD-stamped (SVI parameters refresh daily). Alpha tier.

Alpha: daily SPY/QQQ constant-tenor 30/60/90-day IV, slope, forward variance and prior-only slope percentile. Reports negative forward variance and missing tenor brackets explicitly; not a calendar trade recommendation. Release pending: returns 503 historical_source_unhealthy (daily_series_disabled) until the daily-series release is enabled.

Replay vanna exposure (VEX) by strike at any minute since April 2018. Alpha tier.

Replay volatility analytics (ATM IV, realised vol, IV-RV spreads, skew, term structure) at any minute since April 2018. Alpha tier.

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.

Replay 0DTE analytics (pin risk, expected move, gamma acceleration, dealer hedging estimates for same-day expiry) at any minute since April 2018. Alpha tier.

Get key options levels: gamma flip point, call wall, put wall, max pain, highest OI strike. These act as support/resistance from dealer hedging.

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.

Get max pain strike, pain curve, put/call OI ratio, dealer alignment, pin probability, and per-expiration breakdown.

Get verbal GEX narrative analysis. Describes gamma regime, key levels, dealer positioning, and price action implications in plain English.

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.

Get option chain metadata: available expirations and strikes for a ticker.

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).

Get live option quote with bid, ask, mid, IV, greeks, open interest, and volume. Filter by expiry, strike, and type.

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.

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.

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.

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).

Get real-time stock quote (bid, ask, mid, last price) for a ticker symbol.

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).

Get a strategy decision envelope for one of 11 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? • sell_window: should you sell options today? A daily answer per expiry (same day and the expiries closest to one week, two weeks and one month out) for SPY, QQQ and IWM, set from the previous session's close and fixed for the session. Each window is sell, skip or unavailable; on sell it lists the trades to place, with concrete strikes, each contract's delta and quote, the mid credit and the exit rule. Its own response shape, not the envelope. Data, not advice. Basic plan through November 2026, Growth from December 1, 2026.

Growth+: attribute gamma concentration at one exact SPY/QQQ strike to its expiries. Returns gross/net contributions, dominant expiry, units and data quality. Does not silently choose a nearby strike.

Get the live 50x50 implied-volatility surface grid over (tenor, log-moneyness). Built from OTM contract IVs with bilinear interpolation.

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.

List of symbols that have been queried and currently have live data. 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.

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.

List all available stock/ETF tickers with live options data.

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.

Get vanna exposure (VEX) by strike. Shows how dealer hedging changes with volatility moves.

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.

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.

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. Also returns realized_models when the archive covers the symbol: HAR-RV on 5-minute data, HAR-IV, HARQ, Realized GARCH and HEAVY at 1/5/21 sessions as of the last completed session, beside 30-day implied vol. Alpha tier. Use to forecast next-day/forward volatility or gauge vol mean-reversion. Pass dist='gaussian' or 'student_t' (default student_t).

Get volatility risk premium (VRP) dashboard: live IV vs realized vol, VRP percentiles, term structure, regime classification, strategy scores, and macro context.

Get historical VRP time series: daily ATM IV, realized vol (5/10/20/30d), VRP, straddle price, and expected move for charting and backtesting.

Get zero-days-to-expiration (0DTE) analytics: intraday gamma, time decay acceleration, pin risk, dealer hedging pressure for contracts expiring today.

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+.

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.

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`.

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.

Solve for implied volatility from option market price. Reverse-engineers BSM to find what vol is priced in.