Real-time 0DTE options analytics in Python — pin risk, gamma regime, expected move, dealer hedging, theta decay. Uses the FlashAlpha API.
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Updated
Jun 4, 2026 - Python
Real-time 0DTE options analytics in Python — pin risk, gamma regime, expected move, dealer hedging, theta decay. Uses the FlashAlpha API.
Python SDK for the FlashAlpha options analytics API — live options screener, gamma exposure (GEX), DEX/VEX/CHEX, options flow, 0DTE, VRP, volatility surfaces, greeks
What is Gamma Exposure (GEX) and how to compute it — theory, math, and Python code for dealer hedging, gamma regimes, and options exposure analysis
Python examples and tutorials for the FlashAlpha options analytics API — GEX dashboards, IV scanners, vol surface plots, dealer positioning, Kelly sizing
Implied volatility surface fitting, SVI calibration, variance swap pricing, arbitrage detection, and greeks surfaces in Python. Uses the FlashAlpha API.
Quant finance MCP server for stock analysis, options analytics, implied volatility, Monte Carlo simulation, AI prediction, and backtesting.
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