flashalpha

Official JavaScript/TypeScript SDK for the FlashAlpha options analytics API.

Get a live options screener (filter/rank symbols by GEX, VRP, IV, greeks, harvest scores, and custom formulas), gamma exposure (GEX), delta exposure (DEX), vanna exposure (VEX), charm exposure (CHEX), implied volatility, volatility surface, 0DTE analytics, BSM greeks, Kelly criterion position sizing, and more — all from a single npm package.

🔑 Get a free API key at flashalpha.com → · 📚 API documentation · 💹 FlashAlpha options analytics API

Requires Node.js 18+ (uses the built-in fetch API — zero dependencies).

Installation

npm install flashalpha

Quick Start

import { FlashAlpha } from 'flashalpha';

const fa = new FlashAlpha('your-api-key');

// Gamma exposure for SPY
const gex = await fa.gex('SPY');
console.log(gex);

// Filter by expiration and minimum open interest
const gexFiltered = await fa.gex('SPY', { expiration: '2024-12-20', minOi: 100 });

// BSM greeks
const greeks = await fa.greeks({ spot: 500, strike: 500, dte: 30, sigma: 0.20 });
console.log(greeks);

// Implied volatility from a market price
const iv = await fa.iv({ spot: 500, strike: 500, dte: 30, price: 10.5 });
console.log(iv);

// Live stock quote
const quote = await fa.stockQuote('SPY');
console.log(quote);

// Live options screener — harvestable VRP setups
const result = await fa.screener({
  filters: {
    op: 'and',
    conditions: [
      { field: 'regime', operator: 'eq', value: 'positive_gamma' },
      { field: 'vrp_regime', operator: 'eq', value: 'harvestable' },
      { field: 'harvest_score', operator: 'gte', value: 65 },
    ],
  },
  sort: [{ field: 'harvest_score', direction: 'desc' }],
  select: ['symbol', 'price', 'harvest_score', 'dealer_flow_risk'],
});

Get your API key at flashalpha.com.

All Methods

Market Data

Method	Description
stockQuote(ticker)	Live stock quote (bid/ask/mid/last)
optionQuote(ticker, opts?)	Option quotes with greeks. Requires Growth+
surface(symbol)	Volatility surface grid (public)
stockSummary(symbol)	Comprehensive stock summary (price, vol, exposure, macro)

Historical Data

Method	Description
historicalStockQuote(ticker, { date, time? })	Historical stock quotes (minute-by-minute)
historicalOptionQuote(ticker, { date, time?, expiry?, strike?, type? })	Historical option quotes

Exposure Analytics

Method	Description
gex(symbol, opts?)	Gamma exposure by strike
dex(symbol, opts?)	Delta exposure by strike
vex(symbol, opts?)	Vanna exposure by strike
chex(symbol, opts?)	Charm exposure by strike
exposureSummary(symbol)	Full exposure summary (GEX/DEX/VEX/CHEX + hedging). Requires Growth+
exposureLevels(symbol)	Key support/resistance levels from options exposure
narrative(symbol)	Verbal narrative analysis of exposure. Requires Growth+
zeroDte(symbol, opts?)	Real-time 0DTE analytics. Requires Growth+

Flow (live, simulation-aware) — requires the Alpha plan

Method	Description
flowLevels(symbol, opts?)	Live gamma flip / call & put walls / max pain
flowPinRisk(symbol, opts?)	0DTE pin-risk score + component breakdown
flowSummary(symbol, opts?)	At-a-glance flow direction + headline GEX shift
flowOi(symbol, opts?)	Open-interest simulator state (official vs intraday)
flowGex(symbol, opts?)	Live (flow-adjusted) GEX + per-strike profile
flowDex(symbol, opts?)	Live (flow-adjusted) DEX + per-strike profile
flowDealerRisk(symbol, opts?)	Settled-vs-live dealer GEX/DEX + flow adjustment
flowLive(symbol, opts?)	Everything-at-once live flow bundle
flowOptionRecent(symbol, opts?)	Recent option trades, newest-first
flowOptionSummary(symbol, opts?)	Per-underlying option-flow aggregates
flowOptionBlocks(symbol, opts?)	Large option prints (size >= minSize)
flowOptionHistory(symbol, opts?)	Per-minute option-flow buckets
flowOptionCumulative(symbol, opts?)	Cumulative option net-flow series
flowStockRecent(symbol, opts?)	Recent stock trades, newest-first
flowStockSummary(symbol)	Per-symbol stock-flow aggregates
flowStockBlocks(symbol, opts?)	Large stock prints (size >= minSize)
flowStockHistory(symbol, opts?)	Per-minute stock-flow buckets w/ OHLC
flowStockCumulative(symbol, opts?)	Cumulative stock net-flow series
flowOptionsLeaderboard(opts?)	Cross-symbol option-flow leaderboard
flowOptionsOutliers(opts?)	Cross-symbol option-flow outliers
flowStocksLeaderboard(opts?)	Cross-symbol stock-flow leaderboard
flowStocksOutliers(opts?)	Cross-symbol stock-flow outliers

Pricing and Sizing

Method	Description
greeks(opts)	Full BSM greeks (delta, gamma, theta, vega, vanna, charm, ...)
iv(opts)	Implied volatility from a market price
kelly(opts)	Kelly criterion optimal position sizing. Requires Growth+

Volatility Analytics

Method	Description
volatility(symbol)	Comprehensive volatility analysis. Requires Growth+
advVolatility(symbol)	Advanced analytics: SVI, variance surface, arbitrage detection. Requires Alpha+

Reference Data

Method	Description
tickers()	All available stock tickers
options(ticker)	Option chain metadata (expirations and strikes)
symbols()	Currently queried symbols with live data

Max Pain

Method	Description
maxPain(symbol, options?)	Max pain analysis with dealer alignment, pain curve, OI breakdown, pin probability, multi-expiry calendar (Growth+)

Screener

Method	Description
screener(options)	Live options screener — filter/rank by GEX, VRP, IV, greeks, harvest scores, custom formulas (Growth+)

Account and System

Method	Description
account()	Account info and quota
health()	Health check (public)

Method Options

gex / dex / vex / chex

await fa.gex('SPY', {
  expiration: '2024-12-20', // filter by expiration date (YYYY-MM-DD)
  minOi: 100,               // minimum open interest filter (gex only)
});

zeroDte

await fa.zeroDte('SPY', {
  strikeRange: 10, // number of strikes around ATM to include
});

greeks

await fa.greeks({
  spot: 500,       // underlying price
  strike: 500,     // option strike price
  dte: 30,         // days to expiration
  sigma: 0.20,     // implied volatility (annualized, e.g. 0.20 = 20%)
  type: 'call',    // 'call' or 'put' (default: 'call')
  r: 0.05,         // risk-free rate (optional)
  q: 0.01,         // dividend yield (optional)
});

iv

await fa.iv({
  spot: 500,
  strike: 500,
  dte: 30,
  price: 10.5,   // market price of the option
  type: 'call',
  r: 0.05,       // optional
  q: 0.01,       // optional
});

kelly

await fa.kelly({
  spot: 500,
  strike: 500,
  dte: 30,
  sigma: 0.20,
  premium: 5.0,  // option premium paid
  mu: 0.10,      // expected drift of the underlying (annualized)
  type: 'call',
  r: 0.05,
  q: 0.01,
});

Error Handling

All SDK methods throw typed errors. Catch them individually or catch the base FlashAlphaError.

import {
  FlashAlpha,
  AuthenticationError,
  TierRestrictedError,
  NotFoundError,
  RateLimitError,
  ServerError,
  FlashAlphaError,
} from 'flashalpha';

const fa = new FlashAlpha('your-api-key');

try {
  const data = await fa.gex('SPY');
} catch (err) {
  if (err instanceof AuthenticationError) {
    console.error('Invalid API key — check your credentials.');
  } else if (err instanceof TierRestrictedError) {
    console.error(`Upgrade required. Current: ${err.currentPlan}, Need: ${err.requiredPlan}`);
  } else if (err instanceof NotFoundError) {
    console.error('Symbol not found or no data available.');
  } else if (err instanceof RateLimitError) {
    const wait = err.retryAfter ?? 60;
    console.error(`Rate limited. Retry after ${wait}s.`);
  } else if (err instanceof ServerError) {
    console.error(`Server error (${err.statusCode}): ${err.message}`);
  } else if (err instanceof FlashAlphaError) {
    console.error(`API error (${err.statusCode}): ${err.message}`);
  } else {
    throw err; // unexpected — rethrow
  }
}

Configuration

const fa = new FlashAlpha('your-api-key', {
  baseUrl: 'https://lab.flashalpha.com', // default; override for testing
  timeout: 30000,                        // milliseconds (default: 30000)
});

TypeScript

The SDK is written in TypeScript and ships with full type declarations.

import type {
  GexOptions,
  GreeksOptions,
  IvOptions,
  KellyOptions,
  ZeroDteOptions,
  ExposureHistoryOptions,
} from 'flashalpha';

Other SDKs

Language	Package	Repository
Python	pip install flashalpha	flashalpha-python
.NET	dotnet add package FlashAlpha	flashalpha-dotnet
Java	Maven Central	flashalpha-java
Go	go get github.com/FlashAlpha-lab/flashalpha-go	flashalpha-go
MCP	Claude / LLM tool server	flashalpha-mcp

Links

• FlashAlpha — API keys, docs, pricing
• API Documentation
• Examples — runnable tutorials
• GEX Explained — gamma exposure theory and code
• 0DTE Options Analytics — 0DTE pin risk, expected move, dealer hedging
• Volatility Surface Python — SVI calibration, variance swap, skew analysis
• Awesome Options Analytics — curated resource list

License

MIT. See LICENSE.