flashalpha-mcp

Connect Claude, Cursor, Windsurf, or any MCP-compatible AI assistant to live options market data. Access gamma exposure (GEX), delta exposure (DEX), vanna exposure (VEX), charm exposure (CHEX), Black-Scholes greeks, implied volatility, 0DTE analytics, volatility surfaces, dealer positioning, and more — all through natural language.

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This repository provides documentation, setup instructions, and test scripts for the FlashAlpha MCP server. The server itself runs at https://lab.flashalpha.com/mcp and is not open source. It exposes 14 tools covering options analytics, greeks, exposure metrics, and market data through the Model Context Protocol so that AI assistants can answer quantitative finance questions using live data.

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https://lab.flashalpha.com/mcp

• Transport: Streamable HTTP
• Protocol version: MCP 2025-03-26
• Auth: API key passed as a parameter on each tool call (see Authentication)

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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"
    }
  }
}

See examples/claude_desktop_config.json for a complete template.

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

Verify it was added:

claude mcp list

Open Settings > MCP and add a new server entry:

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

See examples/cursor_settings.json for the full settings block.

Add the server to your VS Code MCP settings (.vscode/mcp.json or user settings):

{
  "servers": {
    "flashalpha"