FlashAlpha Examples

Practical Python examples for options analytics, a live options screener (filter/rank by GEX, VRP, IV, harvest scores), gamma exposure, volatility surface modeling, dealer positioning, 0DTE analytics, and more — all powered by the FlashAlpha API.

Each file in notebooks/ is a self-contained Python script. Run it directly, paste it into a Jupyter notebook, or share it as-is.

Keywords: live options screener, options screener API, gamma exposure python, options analytics API, 0DTE options analytics, volatility surface python, implied volatility rank, dealer positioning, GEX dashboard, VRP harvest screener, variance risk premium, SVI volatility model, variance swap, options flow python, options greeks API, IV rank scanner, volatility skew python, options regime analysis, short volatility screener, vol selling scanner.

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Examples

File	Title	What it shows
notebooks/01_quick_start.py	Getting Started with FlashAlpha	GEX, exposure levels, live quote, BSM greeks in 30 lines
notebooks/02_gex_dashboard.py	Build a GEX Dashboard	Bar chart of gamma exposure by strike with gamma flip, call wall, put wall annotated
notebooks/03_iv_rank_scanner.py	IV Rank Scanner	Scan SPY/QQQ/AAPL/TSLA/NVDA/AMZN/META/MSFT and rank by ATM implied volatility
notebooks/04_vol_surface_3d.py	3D Volatility Surface	3D scatter/mesh of the SPY implied volatility surface (strike x DTE x IV)
notebooks/05_dealer_positioning.py	Understanding Dealer Positioning	Net GEX/DEX/VEX/CHEX, hedging estimates, zero-DTE contribution, narrative
notebooks/06_kelly_sizing.py	Kelly Criterion for Options	Optimal position sizing via greeks, IV solver, and Kelly fraction
notebooks/07_zero_dte_analytics.py	0DTE Intraday Analytics	Regime, expected move, pin risk, dealer hedging flows, theta decay for same-day expiries
notebooks/08_advanced_volatility.py	Advanced Volatility: SVI and Variance Surface	SVI parameters, variance surface, calendar/butterfly arbitrage detection, greeks surfaces, variance swap rates
notebooks/09_volatility_analysis.py	Comprehensive Volatility Analysis	IV rank, term structure, skew, vol risk premium, forward vol, vol regime for TSLA
notebooks/10_live_options_screener.py	Live Options Screener	Filter and rank symbols by GEX, VRP, IV, greeks, harvest scores, and custom formulas. Includes harvestable VRP screen, vol scanner, cascading strike/contract filters, and risk-adjusted rankings

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Installation

pip install flashalpha matplotlib numpy

Set your API key once:

export FLASHALPHA_API_KEY="your_key_here"

Then run any example:

python notebooks/01_quick_start.py

Get an API key at flashalpha.com.

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Running the Tests

pip install pytest

# Syntax validation (no API key needed)
pytest tests/test_notebooks_syntax.py -v

# Integration tests (requires FLASHALPHA_API_KEY)
pytest tests/test_examples.py -m integration -v

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API Methods Used

Method	Description	Tier
fa.screener(...)	Live options screener — filter/rank by GEX, VRP, IV, harvest score, formulas	Growth+
fa.gex(symbol)	Gamma exposure by strike	Public
fa.dex(symbol)	Delta exposure	Public
fa.vex(symbol)	Vanna exposure	Public
fa.chex(symbol)	Charm exposure	Public
fa.exposure_levels(symbol)	Key levels (gamma flip, call/put wall)	Public
fa.exposure_summary(symbol)	Full exposure summary	Growth+
fa.narrative(symbol)	Verbal regime analysis	Growth+
fa.zero_dte(symbol)	0DTE regime, expected move, pin risk, hedging, theta decay	Growth+
fa.stock_quote(ticker)	Live bid/ask/mid	Public
fa.stock_summary(symbol)	Price, vol, exposure, macro	Public
fa.greeks(...)	BSM greeks (delta, gamma, theta, vega)	Public
fa.iv(...)	Implied vol solver	Public
fa.kelly(...)	Kelly optimal position sizing	Growth+
fa.surface(symbol)	Full IV surface	Public
fa.volatility(symbol)	IV rank, term structure, skew, vol regime, forward vol	Growth+
fa.adv_volatility(symbol)	SVI parameters, variance surface, arbitrage flags, greeks surfaces, variance swap	Alpha+
fa.options(ticker)	Options chain metadata	Public
fa.tickers()	All available tickers	Public
fa.account()	Account info	Public

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License

MIT. See LICENSE.

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SDKs

Language	Package	Repository
Python	pip install flashalpha	flashalpha-python
JavaScript	npm i flashalpha	flashalpha-js
.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

Related Repositories

• GEX Explained — gamma exposure theory and code
• 0DTE Options Analytics — 0DTE pin risk, expected move, dealer hedging
• Volatility Surface Python — SVI, variance swap, skew analysis
• Awesome Options Analytics — curated resource list