llms.txt Content
# FlashAlpha
## Options Analytics API
> Real-time gamma exposure (GEX), delta/vanna/charm exposure, SVI volatility surfaces, full BSM Greeks, and dealer positioning analytics for 6,000+ US equities and ETFs - plus CME equity-index futures (ES=F, NQ=F, Black-76 options-on-futures) - via REST API.
## Quick Start (Python)
```python
import requests
API_KEY = "YOUR_API_KEY"
BASE = "https://lab.flashalpha.com"
headers = {"X-Api-Key": API_KEY}
# Gamma exposure by strike - Free tier: single expiry on any US equity
gex = requests.get(f"{BASE}/v1/exposure/gex/AAPL?expiration=2026-06-19", headers=headers).json()
print(f"Net GEX: {gex['net_gex']:,.0f} Gamma Flip: {gex['gamma_flip']}")
# Key levels (call wall, put wall, gamma flip, highest OI strike) - Free on equities
levels = requests.get(f"{BASE}/v1/exposure/levels/AAPL", headers=headers).json()
print(f"Call Wall: {levels['levels']['call_wall']} Put Wall: {levels['levels']['put_wall']}")
# Full volatility profile (Growth+ plan)
vol = requests.get(f"{BASE}/v1/volatility/TSLA", headers=headers).json()
print(f"ATM IV: {vol['atm_iv']}% VRP: {vol['iv_rv_spreads']['assessment']}")
```
Free tier: 5 requests/day, no credit card. Sign up at https://flashalpha.com
## SDKs
- Python: `pip install flashalpha` - pypi.org/project/flashalpha
- JavaScript/TypeScript: `npm install flashalpha`
- C#/.NET: `dotnet add package FlashAlpha` - nuget.org/packages/FlashAlpha
- Go: `go get github.com/FlashAlpha-lab/flashalpha-go`
- Java: Maven/Gradle - github.com/FlashAlpha-lab/flashalpha-java
## Futures (NEW)
FlashAlpha now serves the FULL endpoint stack for CME equity-index futures: **ES** (E-mini S&P 500) and **NQ** (E-mini Nasdaq-100). Symbols are `ES=F` and `NQ=F`. URL-encode the `=` as `%3D` in paths, e.g. `/v1/exposure/gex/ES%3DF`. Options-on-futures are priced with **Black-76** (forward-priced, F = futures price). Everything that works for an equity works for futures: live GEX/DEX/VEX/CHEX, vol surface, max-pain, levels, exposure summa