options-analytics

How to connect

• get_strategy

  Get a strategy decision envelope for one of 10 options-based trading signals. signal enum values and what each answers: • flow_anomaly — directional options-flow imbalance: is call/put premium skewing bullish or bearish? • expiry_positioning — OPEX pin risk and iron-fly setup: should you fade into expiry? • zero_dte — same-day range compression: what is the 0DTE expected range and dealer regime? • dealer_regime — dealer gamma regime classifier: positive vs negative gamma and hedging pressure. •

• get_vix_state

  VIX regime vs SPX realized volatility: overvixing/undervixing/neutral label, spread (VIX minus SPX RV20d), ratio, and interpretation. Use to classify fear gauge premium, identify contango/backwardation in vol term structure, assess short-vol vs long-vol environment, or time volatility-selling strategies.

• get_surface

  Get the live 50x50 implied-volatility surface grid over (tenor, log-moneyness). Built from OTM contract IVs with bilinear interpolation.

• get_stock_summary

  Get comprehensive stock summary: price, ATM IV, historical vol, VRP, skew, term structure, options flow, exposure data, and macro context (VIX, Fear & Greed, yield curve).

• get_stock_flow

  Raw intraday stock trade-flow for one symbol. Views: 'recent' (recent stock trades, newest first), 'summary' (stock trade-flow totals), 'blocks' (large stock trades), 'history' (minute stock-flow buckets, newest first), 'cumulative' (cumulative net stock flow), 'bars' (multi-resolution OHLCV+flow bars, oldest first, for live chart feeds).

• get_historical_exposure_summary

  Replay the full exposure summary (net GEX/DEX/VEX/CHEX, regime, hedging estimates, top strikes) at any minute since April 2018. Alpha tier.

• post_screener

  Find, rank, and compare symbols across the whole universe in ONE call. Use this whenever the user does NOT name a single ticker but asks which / what / find / scan / screen / rank / top / most / highest / lowest across stocks (e.g. 'which names have the most negative gamma', 'rank tickers by VRP', 'highest IV stocks right now', 'most pinned symbols today', 'cheap IV with positive gamma'). Prefer this over calling per-symbol tools in a loop. Cross-sectional screen/rank by GEX, VRP, 0DTE dominance

• get_historical_advanced_volatility

  Replay advanced volatility analytics (SVI parameters, forward prices, total variance surface, arbitrage flags, greek surfaces, variance swap fair values) at any minute since April 2018. EOD-stamped (SVI fits refresh daily). Alpha tier.

• get_historical_chex

  Replay charm exposure (CHEX) by strike at any minute since April 2018. Alpha tier.

• get_tickers

  List all available stock/ETF tickers with live options data.

• get_levels

  Get key options levels: gamma flip point, call wall, put wall, max pain, highest OI strike. These act as support/resistance from dealer hedging.

• get_flow_scan

  Cross-symbol options/stock flow leaderboard (biggest buyers/sellers by net notional) and flow outliers (most imbalanced symbols) across the universe. asset: 'options' | 'stocks'. kind: 'leaderboard' (ranked net notional buyers/sellers) | 'outliers' (flow outlier scan, ranked by absolute net notional).

• get_vrp

  Get volatility risk premium (VRP) dashboard: live IV vs realized vol, VRP percentiles, term structure, regime classification, strategy scores, and macro context.

• get_expected_move

  Straddle-implied expected move per expiry: 1-sigma dollar and percent range, upper/lower bounds, straddle price, and ATM IV. Use to size trades, evaluate premium levels, or compare market-implied move vs realized range.

• get_advanced_volatility

  Get advanced volatility analytics: SVI parameters, forward prices, total variance surface, arbitrage detection, greeks surfaces (vanna, charm, volga, speed), and variance swap fair values. Alpha tier required.

• get_historical_levels

  Replay key options levels (gamma flip, call/put walls, highest OI strike, 0DTE magnet) at any minute since April 2018. Alpha tier.

• get_vrp_history

  Get historical VRP time series: daily ATM IV, realized vol (5/10/20/30d), VRP, straddle price, and expected move for charting and backtesting.

• get_historical_narrative

  Replay the verbal narrative analysis (regime, key-level commentary, prior-day comparison) at any minute since April 2018. Alpha tier.

• post_structure_greeks

  Aggregate Black-Scholes position greeks (delta, gamma, theta, vega, rho, vanna, charm) for a multi-leg options structure. Pure math — pass legs as JSON. Different body than Structure P&L: needs a top-level `spot` and per-leg `expiry`+`impliedVol`.

• get_account

  Get your account info: plan, daily quota limit, usage today, remaining calls.

• get_spot_vol_correlation

  20-day and 60-day Pearson correlation between spot log-returns and ATM IV first-differences. Equity indices typically run strongly negative (vol spikes on spot down). Use to assess leverage effect strength, calibrate vanna/vol-of-vol hedges, or classify correlation regime.

• get_svi_params

  Live SVI-fitted volatility surface per expiry: calibrated (a, b, rho, m, sigma) parameters, ATM total variance, and ATM IV. Use for surface reconstruction, SVI arbitrage checking, variance swap pricing, or quant vol-model inputs. Alpha tier required.

• get_exposure_basket

  Weighted cross-symbol aggregate of GEX, DEX, VEX, CHEX across up to 50 symbols. Equal weights when weights omitted; otherwise normalised to sum 1. Use for portfolio/basket scanner, sector exposure roll-up, or custom index dealer positioning.

• get_exposure_sheet

  Unified per-strike exposure sheet: GEX, DEX, VEX, CHEX, and DAG in one response with chain totals, Line-in-the-Sand inflection strike, gamma peaks, and OPEX/triple-witching flags. Use to scan all greeks at every strike in a single call.

• get_liquidity

  Per-expiry option liquidity score (0-100), ATM bid-ask spread percent, OI-weighted spread, ATM OI depth, and chain-level execution quality. Labels: tight (>=75), normal (>=50), wide (>=20), illiquid (<20). Use to select the most liquid expiry, assess execution quality, or screen for tight spreads.

• get_flow_signals

  Scored, classified unusual options activity feed: sweeps, blocks, smart money, opening bias, intent classification, scored unusual flow. Each signal includes score breakdown, greeks enrichment, and delta-notional. Set summarize=true for a cheap net bullish/bearish + opening/closing premium roll-up across the window.

• get_narrative

  Get verbal GEX narrative analysis. Describes gamma regime, key levels, dealer positioning, and price action implications in plain English.

• get_historical_max_pain

  Replay max pain, pain curve, dealer alignment, and pin probability at any minute since April 2018. Alpha tier.

• get_option_chain

  Get option chain metadata: available expirations and strikes for a ticker.

• post_structure_pnl

  At-expiry P&L curve and breakevens for a multi-leg options structure (vertical spread, iron condor, straddle, butterfly, calendar). Pure math, no market lookup — pass the legs as JSON.

• get_exposure_summary

  Get full exposure summary: net GEX/DEX/VEX/CHEX, gamma regime (positive/negative), key levels, hedging estimates, zero-DTE breakdown, top strikes.

• get_historical_vrp

  Replay VRP dashboard (z-score, percentile, regime, strategy scores) at any minute since April 2018. Percentiles and z-scores are leak-free: date-bounded in SQL so the backtest only sees data strictly before the `at` timestamp. Alpha tier.

• get_historical_option_quote

  Replay the full option chain with BSM greeks, IV, OI at any minute since April 2018. Filter by expiry, strike, and type. Alpha tier.

• get_universe

  Curated tier-1 / tier-2 symbol directory of symbols kept pre-warmed in the screener. Use to discover which symbols have guaranteed-warm data, check coverage before subscribing, or enumerate the tracked universe for cross-sectional scans.

• get_historical_volatility

  Replay volatility analytics (ATM IV, realised vol, IV-RV spreads, skew, term structure) at any minute since April 2018. Alpha tier.

• get_historical_stock_summary

  Replay the comprehensive stock summary (price, IV, VRP, exposure, flow, macro) at any minute since April 2018. Alpha tier.

• get_zero_dte

  Get zero-days-to-expiration (0DTE) analytics: intraday gamma, time decay acceleration, pin risk, dealer hedging pressure for contracts expiring today.

• get_vex

  Get vanna exposure (VEX) by strike. Shows how dealer hedging changes with volatility moves.

• get_earnings_calendar

  Upcoming earnings calendar over a configurable forward window. Returns event date, session (bmo/amc), confirmation status, fiscal period, importance rating, consensus EPS estimate, and stored implied-move percent for each event. Filter by symbols list and minimum importance; adjust days-ahead window (1–90, default 14).

• get_dealer_premium

  Net dealer options premium — are dealers net buying or writing premium today (VWAP-weighted buy vs write across the full flow tape); shows whether dealers are net long or short premium over the configurable window; Alpha tier.

• get_dispersion

  Index vs single-name implied correlation and realized correlation across a user-supplied basket. Returns correlation premium (implied minus realized), dispersion trade setup, implied vol of the index vs basket, and per-constituent vol contribution. Use for dispersion trading, correlation premium sizing, or cross-asset vol arb. Alpha tier required.

• get_gex

  Get gamma exposure (GEX) by strike. Shows dealer gamma positioning, gamma flip, call/put walls. Reveals where dealer hedging creates support/resistance.

• get_dex

  Get delta exposure (DEX) by strike. Shows net dealer delta and directional bias from options hedging.

• calculate_greeks

  Calculate Black-Scholes option greeks (delta, gamma, theta, vega, rho, vanna, charm, speed, zomma, color). Pure math — no market data needed.

• get_option_quote

  Get live option quote with bid, ask, mid, IV, greeks, open interest, and volume. Filter by expiry, strike, and type.

• get_flow_levels

  Live (simulation-aware) gamma flip, call wall, put wall, and max pain — computed on effective OI (settled + intraday simulator delta). More current than /v1/exposure/levels during the session.

• get_flow_summary

  At-a-glance simulation-aware flow card: headline flow direction (no_flow/neutral/amplifying/dampening/regime_flip), intraday delta, and live GEX with percent shift from settled. Cheap to poll across a watchlist.

• get_earnings_screener

  Cross-sectional earnings screener: ranks upcoming events by VRP richness, cheapest implied move, highest historical IV crush, or importance. Returns implied-move percent, premium ratio (implied / realized-median), median historical IV crush, and richness assessment for each event. Configurable forward window, row limit, and minimum importance filter.

• get_term_structure

  Per-greek exposure aggregated by DTE bucket (0-7d, 8-30d, 31-60d, 61-180d, 180d+) and per expiry. Equivalent to four separate exposure calls grouped by time. Use to understand how GEX/DEX/VEX/CHEX rolls off across the term structure.

• get_symbols

  List of symbols currently queried with live data cached in the system. Use to see which symbols have active real-time data, check if a specific ticker has been warmed up, or enumerate what is being tracked live right now.

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