Flashalpha MCP Server

FlashAlpha MCP Server — Real-Time Options Analytics for AI Assistants

Connect Claude, ChatGPT, Cursor, Windsurf, or any MCP-compatible AI assistant to live options market data. 40 tools covering gamma exposure (GEX), delta/vanna/charm exposure, max pain, key dealer-positioning levels, IV surfaces (SVI), VRP analytics, Black-Scholes greeks, Kelly sizing, 0DTE intraday flow, plus minute-resolution historical replay back to April 2018 for backtesting.

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What is this repo

Documentation, setup snippets, and server.json metadata for the FlashAlpha remote MCP server. The server itself runs at https://lab.flashalpha.com/mcp (and /mcp-oauth for OAuth-authenticated clients) — its source is not open. Use this repo as a reference for how to wire FlashAlpha into your AI client of choice.

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Server URLs

Two endpoints, identical tool catalog, different authentication:

• Transport: Streamable HTTP
• Protocol version: MCP 2025-06-18
• OAuth discovery: https://lab.flashalpha.com/.well-known/oauth-protected-resource (RFC 9728)
• Authorization server: https://flashalpha.com/oauth

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Quick Setup (self-hosted clients → /mcp + apiKey)

Claude Desktop

Edit ~/Library/Application Support/Claude/claude_desktop_config.json (macOS) or %APPDATA%\Claude\claude_desktop_config.json (Windows):

{
  "mcpServers": {
    "flashalpha": {
      "type": "http",
      "url": "https://lab.flashalpha.com/mcp"
    }
  }
}

Claude Code CLI

claude mcp add flashalpha --transport http https://lab.flashalpha.com/mcp
claude mcp list

Cursor

Settings → MCP → Add server:

{
  "flashalpha": {
    "transport": "http",
    "url": "https://lab.flashalpha.com/mcp"
  }
}

VS Code (Copilot / Continue)

.vscode/mcp.json or user settings:

{
  "servers": {
    "flashalpha": {
      "type": "http",
      "url": "https://lab.flashalpha.com/mcp"
    }
  }
}

Windsurf

Cascade settings → MCP Servers:

{
  "flashalpha": {
    "transport": "http",
    "url": "https://lab.flashalpha.com/mcp"
  }
}

Perplexity (Pro/Max/Enterprise)

Settings → Connectors → + Custom connector → Remote

• URL: https://lab.flashalpha.com/mcp-oauth
• Auth: OAuth (walks the consent flow at flashalpha.com/oauth/login)

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Authentication

/mcp (apiKey)

Every tool call takes apiKey as a string parameter. Get a free key at flashalpha.com.

apiKey: "fa_your_key_here"

Key passes per-call rather than in a header so it works uniformly across all MCP clients without transport-level configuration.

/mcp-oauth (Bearer)

OAuth 2.1 + PKCE + Dynamic Client Registration (RFC 7591). The client registers itself, walks the authorization-code + PKCE flow, and presents a Bearer JWT on each request. No apiKey parameter needed — the server resolves the user's account from the OAuth identity and forwards the API key internally for upstream /v1/* calls. Same per-user tier gating and rate limits apply as the apiKey flow.

Discovery + endpoints:

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Tool Catalog (40 tools)

Tool names below are the exact strings sent via tools/call — snake_case, not the PascalCase C# method names. Copy verbatim.

Live tools (23)

Market Data (5)

Exposure Analytics (9)

Volatility & Pricing (9)

Historical replay tools (17, Alpha tier)

All historical tools take a required at=YYYY-MM-DDTHH:mm:ss parameter (ET wall-clock) and replay the matching live analytic at any minute since 2018-04-16. Response shapes are identical to the live counterparts — backtesting code that parses live responses works on historical with a tool-name swap.

Note: The multi-factor options screener is REST-only at POST /v1/screener — no MCP tool wraps it (yet). The historical replay tools cover analytics only; for raw historical tick data use the historical REST endpoints directly.

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MCP Resources (5)

The server publishes 5 markdown documents as MCP Resources so connected clients can pull the full reference into context with one call instead of relying on tool descriptions:

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MCP Prompts (4)

Canonical workflow templates that surface in Claude Desktop / Cursor / Windsurf UI as one-click recipes:

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Example Prompts

Once connected, ask your AI assistant questions like:

1. "What is SPX dealer gamma positioning right now?"
2. "Show me 0DTE setup for SPY today — pin risk, expected move, gamma acceleration."
3. "Give me a full options picture for NVDA — IV, RV, VRP, skew, term, exposure, macro."
4. "Replay SPY gamma exposure on 2020-03-16 at 14:00 ET."
5. "Calculate Black-Scholes greeks for SPY 580 calls expiring next Friday at 18% IV."
6. "What is implied volatility for an NVDA 900 put trading at $12.50 with spot $875?"
7. "Where is the gamma flip and call/put walls for QQQ today?"
8. "Compare current SPX dealer positioning to 2024-04-19."
9. "What's the VRP percentile for AAPL vs its 90-day distribution?"
10. "Generate a 0DTE brief for SPY before the open."

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Plans & Pricing

Four tiers. Annual saves 20% and locks the price for 12 months.

What unlocks at each tier

Tier gating is enforced server-side per tool. Callers hitting a tool above their tier receive a 403 with the required plan in the response body. Current pricing: flashalpha.com/pricing.

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SDKs

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Links

• FlashAlpha — API keys, docs, pricing
• API Documentation
• MCP server docs (canonical)
• llms.txt — machine-readable index for LLMs
• Examples — runnable tutorials
• GEX Explained
• 0DTE Options Analytics
• Volatility Surface Python
• Awesome Options Analytics