FlashAlpha .NET SDK

Official .NET / C# client for the FlashAlpha options analytics API.

Access gamma exposure (GEX), delta exposure (DEX), vanna exposure (VEX), charm exposure (CHEX), implied volatility, volatility surface, 0DTE analytics, Black-Scholes greeks, Kelly criterion position sizing, and more — for SPX, SPY, QQQ, AAPL, and all major US equities.

• API documentation: https://lab.flashalpha.com/docs
• Sign up for an API key: https://flashalpha.com
• Python SDK: https://github.com/FlashAlpha-lab/flashalpha-python

Installation

dotnet add package FlashAlpha

Target framework: .NET 8.0+. No external dependencies — uses System.Net.Http and System.Text.Json.

Quick start

using FlashAlpha;

var client = new FlashAlphaClient("YOUR_API_KEY");

// Gamma exposure for SPY
var gex = await client.GexAsync("SPY");
Console.WriteLine(gex);

// Black-Scholes greeks
var greeks = await client.GreeksAsync(spot: 500, strike: 505, dte: 30, sigma: 0.20, type: "call");
Console.WriteLine(greeks);

// Health check (no API key required)
var health = await client.HealthAsync();

Constructor

var client = new FlashAlphaClient(
    apiKey: "YOUR_API_KEY",   // required
    baseUrl: null,            // optional: override API base URL
    timeout: 30               // optional: request timeout in seconds
);

The client implements IDisposable. Use using or call Dispose() when finished.

All methods

All methods return Task<JsonElement> and accept an optional CancellationToken.

Market Data

Method	Description	Plan
StockQuoteAsync(ticker)	Live stock quote (bid/ask/mid/last)	Free
OptionQuoteAsync(ticker, expiry?, strike?, type?)	Option quotes with greeks	Growth+
SurfaceAsync(symbol)	Volatility surface grid	Free
StockSummaryAsync(symbol)	Comprehensive stock summary (price, vol, exposure, macro)	Free

Historical Data

Method	Description	Plan
HistoricalStockQuoteAsync(ticker, date, time?)	Historical stock quotes (minute resolution)	Growth+
HistoricalOptionQuoteAsync(ticker, date, time?, expiry?, strike?, type?)	Historical option quotes (minute resolution)	Growth+

Exposure Analytics

Method	Description	Plan
GexAsync(symbol, expiration?, minOi?)	Gamma exposure by strike	Free
DexAsync(symbol, expiration?)	Delta exposure by strike	Free
VexAsync(symbol, expiration?)	Vanna exposure by strike	Free
ChexAsync(symbol, expiration?)	Charm exposure by strike	Free
ExposureLevelsAsync(symbol)	Key support/resistance levels from options exposure	Free
ExposureSummaryAsync(symbol)	Full GEX/DEX/VEX/CHEX summary + hedging pressure	Growth+
NarrativeAsync(symbol)	AI-generated verbal narrative of exposure	Growth+
ZeroDteAsync(symbol, strikeRange?)	0DTE regime, expected move, pin risk, hedging, decay	Growth+
ExposureHistoryAsync(symbol, days?)	Daily exposure snapshots for trend analysis	Growth+

Pricing and Sizing

Method	Description	Plan
GreeksAsync(spot, strike, dte, sigma, type?, r?, q?)	Full BSM greeks (first, second, third order)	Free
IvAsync(spot, strike, dte, price, type?, r?, q?)	Implied volatility from market price	Free
KellyAsync(spot, strike, dte, sigma, premium, mu, type?, r?, q?)	Kelly criterion optimal position size	Growth+

Volatility Analytics

Method	Description	Plan
VolatilityAsync(symbol)	Comprehensive volatility analysis	Growth+
AdvVolatilityAsync(symbol)	SVI parameters, variance surface, arbitrage detection, variance swap	Alpha+

Reference Data

Method	Description	Plan
TickersAsync()	All available stock tickers	Free
OptionsAsync(ticker)	Option chain metadata (expirations and strikes)	Free
SymbolsAsync()	Currently active symbols with live data	Free

Account and System

Method	Description	Plan
AccountAsync()	Account info and quota usage	Any
HealthAsync()	API health check (no auth required)	Public

Error handling

using FlashAlpha;

try
{
    var result = await client.GexAsync("SPY");
}
catch (AuthenticationException ex)
{
    // HTTP 401: invalid or missing API key
    Console.WriteLine($"Auth error: {ex.Message}");
}
catch (TierRestrictedException ex)
{
    // HTTP 403: endpoint requires a higher plan
    Console.WriteLine($"Upgrade required. Current: {ex.CurrentPlan}, Required: {ex.RequiredPlan}");
}
catch (NotFoundException ex)
{
    // HTTP 404: symbol or resource not found
    Console.WriteLine($"Not found: {ex.Message}");
}
catch (RateLimitException ex)
{
    // HTTP 429: rate limit exceeded
    Console.WriteLine($"Rate limited. Retry after {ex.RetryAfter}s");
}
catch (ServerException ex)
{
    // HTTP 5xx: server-side error
    Console.WriteLine($"Server error {ex.StatusCode}: {ex.Message}");
}
catch (FlashAlphaException ex)
{
    // Any other API error
    Console.WriteLine($"API error {ex.StatusCode}: {ex.Message}");
}

All exceptions derive from FlashAlphaException, which exposes:

• StatusCode (int): the HTTP status code
• Response (JsonElement?): the raw JSON body, if the server returned one

Dependency injection

FlashAlphaClient accepts a pre-configured HttpClient, making it compatible with IHttpClientFactory and easy to mock in unit tests:

// ASP.NET Core registration
builder.Services.AddHttpClient<FlashAlphaClient>(client =>
{
    client.BaseAddress = new Uri("https://lab.flashalpha.com");
    client.DefaultRequestHeaders.Add("X-Api-Key", builder.Configuration["FlashAlpha:ApiKey"]);
});

Running the tests

Unit tests run without a key:

dotnet test

Integration tests require a live API key:

set FLASHALPHA_API_KEY=your_key_here
dotnet test

License

MIT. See LICENSE.

Links

• FlashAlpha home: https://flashalpha.com
• API reference: https://lab.flashalpha.com/docs
• Python SDK: https://github.com/FlashAlpha-lab/flashalpha-python
• NuGet package: https://www.nuget.org/packages/FlashAlpha