flashalpha 1.2.0__tar.gz → 1.2.2__tar.gz

{flashalpha-1.2.0 → flashalpha-1.2.2}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: flashalpha
-Version: 1.2.0
+Version: 1.2.2
 Summary: Python SDK for the FlashAlpha options analytics API — live options screener, gamma exposure (GEX), VRP, delta, vanna, charm, greeks, 0DTE analytics, volatility surfaces, and more.
 Project-URL: Homepage, https://flashalpha.com
 Project-URL: Documentation, https://flashalpha.com/docs
@@ -291,8 +291,8 @@ except RateLimitError as e:
 
 | Plan | Daily Requests | Access |
 |------|---------------|--------|
-| **Free** | 5 | Stock quotes, GEX/DEX/VEX/CHEX by strike, levels, BSM greeks, IV, historical quotes, tickers, options meta, surface, stock summary |
-| **Basic** | 100 | Everything in Free + index symbols (SPX, VIX, RUT, etc.) |
+| **Free** | 5 | Stock quotes, single-expiry GEX (equities), key levels, BSM greeks, IV, IV surface, stock summary, historical quotes, tickers, options meta |
+| **Basic** | 250 | + DEX/VEX/CHEX by strike, max pain, ETF & index symbols (SPX, VIX, RUT, etc.) |
 | **Growth** | 2,500 | + Exposure summary, narrative, 0DTE analytics, volatility analytics, option quotes, full-chain GEX, Kelly sizing |
 | **Alpha** | Unlimited | + Advanced volatility (SVI, variance surfaces, arbitrage detection, greeks surfaces, variance swap) |
 
@@ -303,9 +303,9 @@ Get your API key at **[flashalpha.com](https://flashalpha.com)**
 | Method | Endpoint | Plan |
 |--------|----------|------|
 | `fa.gex(symbol)` | Gamma exposure by strike | Free+ |
-| `fa.dex(symbol)` | Delta exposure by strike | Free+ |
-| `fa.vex(symbol)` | Vanna exposure by strike | Free+ |
-| `fa.chex(symbol)` | Charm exposure by strike | Free+ |
+| `fa.dex(symbol)` | Delta exposure by strike | Basic+ |
+| `fa.vex(symbol)` | Vanna exposure by strike | Basic+ |
+| `fa.chex(symbol)` | Charm exposure by strike | Basic+ |
 | `fa.exposure_levels(symbol)` | Key levels (gamma flip, walls, max pain) | Free+ |
 | `fa.exposure_summary(symbol)` | Full exposure summary with hedging | Growth+ |
 | `fa.narrative(symbol)` | AI narrative analysis | Growth+ |
@@ -319,7 +319,7 @@ Get your API key at **[flashalpha.com](https://flashalpha.com)**
 | `fa.greeks(...)` | BSM greeks (1st, 2nd, 3rd order) | Free+ |
 | `fa.iv(...)` | Implied volatility solver | Free+ |
 | `fa.kelly(...)` | Kelly criterion sizing | Growth+ |
-| `fa.max_pain(symbol)` | Max pain analysis with dealer alignment, pain curve, pin probability | Growth+ |
+| `fa.max_pain(symbol)` | Max pain analysis with dealer alignment, pain curve, pin probability | Basic+ |
 | `fa.screener(...)` | **Live options screener** — filter/rank by GEX, VRP, IV, greeks, formulas | Growth+ |
 | `fa.volatility(symbol)` | Comprehensive volatility analytics | Growth+ |
 | `fa.adv_volatility(symbol)` | SVI, variance surface, arb detection | Alpha+ |
@@ -373,6 +373,17 @@ Get your API key at **[flashalpha.com](https://flashalpha.com)**
 | `fa.structure_pnl(legs, ...)` | Multi-leg at-expiry P&L, breakevens, max P/L | Basic+ |
 | `fa.structure_greeks(legs, spot=...)` | Aggregate multi-leg Black-Scholes greeks | Basic+ |
 
+## Futures (CME equity-index)
+
+FlashAlpha serves the full options-analytics stack for **CME equity-index futures** — **`ES=F`** (E-mini S&P 500) and **`NQ=F`** (E-mini Nasdaq-100). Options-on-futures are priced with **Black-76** (forward-priced) using the correct CME contract multipliers. Everything that works for an equity works for futures: gamma exposure (GEX), DEX, VEX, CHEX, key levels, max pain, the IV surface, exposure summary, narrative, and live flow.
+
+```python
+gex = fa.gex("ES=F")                                        # Gamma exposure for the E-mini S&P 500 future
+print(f"Net GEX: ${gex['net_gex']:,.0f}")
+```
+
+Use the `=F` suffix — bare `ES`/`NQ` are equities, not futures. In raw REST paths URL-encode the `=` as `%3D` (e.g. `GET /v1/exposure/gex/ES%3DF`); SDK methods take the plain string `"ES=F"`. Historical replay for futures is coming; live analytics are available now.
+
 ## Other SDKs
 
 | Language | Package | Repository |
@@ -397,16 +408,18 @@ Get your API key at **[flashalpha.com](https://flashalpha.com)**
 
 MIT
 
-## What the Alpha tier unlocks
+## What the paid tiers unlock
 
-Free and entry tiers cover live exposure analytics. The **Alpha tier ($1,499/mo)**
-adds the data you cannot get anywhere else:
+The free tier covers single-expiry GEX on equities, key levels, the BSM Greeks/IV
+calculator and stock quotes. Paid tiers add:
 
-- **Aggregate vanna and charm exposure.** FlashAlpha is the only public source for
-  these dealer-positioning aggregates.
-- **Point-in-time replay since 2018.** Backtest and trade the same code, with no
-  look-ahead and no training-serving skew.
-- **SVI vol surfaces, VRP analytics, higher-order Greeks**, uncached and unlimited.
+- **DEX, VEX (vanna) and CHEX (charm) exposure, plus max pain** — from the **Basic tier**
+  ($79/mo), with ETF and index symbols.
+- **Full-chain GEX, 0DTE and flow analytics** — from the **Growth tier** ($299/mo).
+- **Point-in-time replay since 2018, SVI vol surfaces, VRP analytics, higher-order Greeks**,
+  uncached and unlimited — the **Alpha tier** ($1,499/mo). FlashAlpha is one of the only
+  public APIs publishing aggregate vanna and charm exposure across the full universe, with
+  no look-ahead and no training-serving skew.
 
 Built for quants, prop desks, and vol funds. See the full picture and get a key:
 **[flashalpha.com/for-quant-teams](https://flashalpha.com/for-quant-teams?utm_source=github&utm_medium=readme&utm_campaign=repo-flashalpha-python)**