Real-time options exposure analytics
The FlashAlpha API delivers institutional-grade options analytics over a simple REST interface. Compute dealer positioning, Black-Scholes greeks, implied volatility, and vol surfaces for US equities — in milliseconds.
| Category | Endpoints |
|---|---|
| Exposure analytics | GEX, DEX, VEX, CHEX by strike; key levels (gamma flip, call/put walls, max pain); exposure summary |
| Market data | Stock quotes, option quotes with greeks, vol surface, option chains |
| Pricing | Black-Scholes greeks (first, second, third order), implied volatility |
| Volatility | ATM IV, skew, term structure, realized vol, IV/RV spread |
| Sizing | Kelly criterion position sizing |
| Narrative | AI-generated regime and outlook analysis |
| Historical | Minute-level stock and option quotes from QuestDB |
pip install flashalphafrom flashalpha import FlashAlpha
fa = FlashAlpha("YOUR_API_KEY")
gex = fa.gex("SPY")
print(f"Net GEX: ${gex['net_gex']:,.0f}")
print(f"Gamma flip: {gex['gamma_flip']}")5 requests/day — no credit card required. Includes single-expiry GEX, key levels, greeks, IV, and stock quotes (DEX/VEX/CHEX require Basic).
Get your API key at flashalpha.com.
- flashalpha.com — API keys, docs, pricing
- flashalpha.com/docs — API documentation
- PyPI: flashalpha — Python SDK